+7.9%
QCOM vs ETHA
-44.4%
+52.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +7.7% | +27.9% | -20.2% | +1.8% |
| 3M | -30.1% | +38.3% | -68.4% | -35.1% |
| 6M | +22.8% | +14.0% | +8.9% | +17.6% |
| YTD | +0.2% | -17.4% | +17.6% | +2.2% |
| 1Y | +7.9% | -42.7% | +50.5% | +23.7% |
| All | +7.9% | -44.4% | +52.2% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling