-49.8%
INTU vs ETHA
-30.1%
-19.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | -8.5% | +2.9% | -11.4% | -8.8% |
| 30D | -6.1% | +31.4% | -37.5% | -8.9% |
| 3M | +7.3% | +48.9% | -41.5% | +2.5% |
| 6M | -33.2% | +20.9% | -54.1% | -35.0% |
| YTD | -52.2% | -17.2% | -35.0% | -52.1% |
| 1Y | -52.7% | -42.8% | -9.9% | -51.0% |
| All | -49.8% | -30.1% | -19.7% | -52.7% |
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