-10.7%
PAYX vs ETHA
-42.6%
+31.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.5% |
| 7D | -4.9% | +3.5% | -8.3% | -4.9% |
| 30D | -3.8% | +35.3% | -39.1% | -4.5% |
| 3M | +17.9% | +50.9% | -33.0% | +16.6% |
| 6M | +26.1% | +22.1% | +4.0% | +25.1% |
| YTD | +6.7% | -14.6% | +21.3% | +6.3% |
| 1Y | -10.7% | -42.8% | +32.0% | -9.8% |
| All | -10.7% | -42.6% | +31.8% | -9.8% |
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 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