-6.9%
PYPL vs ETHA
-30.3%
+23.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.6% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | -4.9% | +27.9% | -32.8% | -9.1% |
| 3M | +28.9% | +38.3% | -9.4% | +21.0% |
| 6M | +18.2% | +14.0% | +4.3% | +14.4% |
| YTD | -5.0% | -17.4% | +12.4% | -3.5% |
| 1Y | -18.8% | -42.7% | +23.8% | -12.6% |
| All | -6.9% | -30.3% | +23.4% | -9.8% |
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