-6.4%
QCOM vs ETHA
-44.8%
+38.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.0% |
| 7D | +4.3% | -12.5% | +16.8% | +7.1% |
| 30D | -0.1% | -19.8% | +19.7% | +4.6% |
| 3M | +5.2% | +3.1% | +2.1% | +4.3% |
| 6M | -18.4% | -13.8% | -4.6% | -16.7% |
| YTD | +2.4% | -34.6% | +37.0% | +8.8% |
| 1Y | +0.9% | -38.7% | +39.6% | +8.1% |
| All | -6.4% | -44.8% | +38.4% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling