-4.3%
QCOM vs ETHA
-30.1%
+25.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +4.4% | +2.9% | +1.4% | +3.7% |
| 30D | +9.4% | +31.4% | -22.0% | +3.3% |
| 3M | -13.7% | +48.9% | -62.5% | -20.6% |
| 6M | +28.9% | +20.9% | +8.0% | +22.6% |
| YTD | +4.7% | -17.2% | +21.9% | +6.2% |
| 1Y | +13.5% | -42.8% | +56.3% | +22.8% |
| All | -4.3% | -30.1% | +25.8% | -8.5% |
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