+108.2%
PSX vs ETHA
-44.8%
+153.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | +7.8% | -12.5% | +20.3% | +8.6% |
| 30D | -10.9% | -19.8% | +8.9% | -9.8% |
| 3M | +14.5% | +3.1% | +11.4% | +13.6% |
| 6M | +56.1% | -13.8% | +69.9% | +56.7% |
| YTD | +109.6% | -34.6% | +144.2% | +114.4% |
| 1Y | +95.5% | -38.7% | +134.2% | +100.9% |
| All | +108.2% | -44.8% | +153.1% | +95.7% |
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