+27.1%
META vs ETHA
-30.3%
+57.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +6.7% | +0.8% | +5.9% | +6.5% |
| 30D | +4.8% | +27.9% | -23.1% | +0.5% |
| 3M | -1.6% | +38.3% | -39.9% | -7.0% |
| 6M | -7.5% | +14.0% | -21.4% | -10.1% |
| YTD | -6.4% | -17.4% | +11.0% | -5.7% |
| 1Y | -17.3% | -42.7% | +25.3% | -12.4% |
| All | +27.1% | -30.3% | +57.4% | +21.1% |
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 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