+87.7%
GOOGL vs ETHA
-29.6%
+117.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +1.1% | +2.7% | -1.6% | +0.6% |
| 30D | -4.4% | +29.4% | -33.8% | -8.5% |
| 3M | -6.8% | +47.2% | -54.0% | -12.7% |
| 6M | +13.6% | +25.4% | -11.8% | +8.8% |
| YTD | +8.3% | -16.5% | +24.9% | +9.7% |
| 1Y | +44.9% | -42.3% | +87.3% | +54.7% |
| All | +87.7% | -29.6% | +117.3% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling