-18.2%
META vs ETHA
-43.0%
+24.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +6.0% | +2.7% | +3.4% | +5.6% |
| 30D | +3.6% | +29.4% | -25.8% | -0.3% |
| 3M | +4.9% | +47.2% | -42.3% | -1.2% |
| 6M | -4.7% | +25.4% | -30.1% | -8.2% |
| YTD | -6.9% | -16.5% | +9.6% | -8.2% |
| 1Y | -18.2% | -42.3% | +24.1% | -15.1% |
| All | -18.2% | -43.0% | +24.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling