+475.7%
PLTR vs ETHA
-30.2%
+505.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -9.1% | -2.4% | -6.7% | -8.4% |
| 30D | -5.2% | +30.9% | -36.1% | -12.9% |
| 3M | +27.4% | +51.1% | -23.8% | +11.8% |
| 6M | +9.7% | +20.5% | -10.8% | +2.5% |
| YTD | -6.7% | -17.3% | +10.6% | -4.3% |
| 1Y | -0.5% | -43.2% | +42.7% | +12.1% |
| All | +475.7% | -30.2% | +505.9% | +453.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling