+505.1%
PLTR vs ETHA
-30.3%
+535.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.7% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | +10.0% | +27.9% | -17.9% | +1.8% |
| 3M | +23.0% | +38.3% | -15.3% | +10.7% |
| 6M | +13.8% | +14.0% | -0.2% | +7.9% |
| YTD | -1.9% | -17.4% | +15.5% | +0.7% |
| 1Y | +11.6% | -42.7% | +54.3% | +25.5% |
| All | +505.1% | -30.3% | +535.5% | +482.1% |
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