+103.7%
PSX vs ETHA
-29.6%
+133.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +2.8% | +2.7% | +0.1% | +2.6% |
| 30D | +27.8% | +29.4% | -1.6% | +25.4% |
| 3M | +42.0% | +47.2% | -5.1% | +37.8% |
| 6M | +58.1% | +25.4% | +32.7% | +54.5% |
| YTD | +105.0% | -16.5% | +121.6% | +107.2% |
| 1Y | +104.9% | -42.3% | +147.2% | +113.7% |
| All | +103.7% | -29.6% | +133.3% | +89.1% |
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