+483.1%
PLTR vs ETHA
-44.8%
+527.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.1% |
| 7D | +4.7% | -12.5% | +17.3% | +9.0% |
| 30D | -16.4% | -19.8% | +3.4% | -10.6% |
| 3M | -6.2% | +3.1% | -9.3% | -7.6% |
| 6M | +29.2% | -13.8% | +43.0% | +33.5% |
| YTD | -5.5% | -34.6% | +29.1% | +3.8% |
| 1Y | -2.4% | -38.7% | +36.3% | +8.6% |
| All | +483.1% | -44.8% | +527.9% | +500.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling