+25.8%
META vs ETHA
-36.9%
+62.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -15.4% | -13.4% | -2.0% | -13.4% |
| 3M | +3.5% | +16.5% | -13.0% | +0.8% |
| 6M | -0.3% | -5.3% | +5.0% | -0.2% |
| YTD | -7.3% | -25.2% | +17.9% | -5.1% |
| 1Y | -1.1% | -32.9% | +31.8% | +2.5% |
| All | +25.8% | -36.9% | +62.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling