+84.5%
GOOGL vs ETHA
-30.2%
+114.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | -3.2% | +30.9% | -34.1% | -7.4% |
| 3M | -6.6% | +51.1% | -57.8% | -12.9% |
| 6M | +8.5% | +20.5% | -12.1% | +4.5% |
| YTD | +6.5% | -17.3% | +23.7% | +8.0% |
| 1Y | +39.4% | -43.2% | +82.7% | +49.2% |
| All | +84.5% | -30.2% | +114.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling