+2.4%
QCOM vs ETHA
-43.8%
+46.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.0% |
| 7D | +13.0% | -10.3% | +23.3% | +15.3% |
| 30D | +0.2% | -19.7% | +19.8% | +4.5% |
| 3M | +9.2% | +7.2% | +2.0% | +7.9% |
| 6M | -15.0% | -11.9% | -3.1% | -14.2% |
| YTD | +5.2% | -32.3% | +37.5% | +8.6% |
| 1Y | +2.4% | -41.1% | +43.5% | +7.7% |
| All | +2.4% | -43.8% | +46.1% | +7.7% |
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