-7.0%
QCOM vs ETHA
-39.8%
+32.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +4.6% |
| 7D | +5.8% | -5.3% | +11.1% | +7.1% |
| 30D | -2.3% | -14.2% | +11.9% | +0.9% |
| 3M | +2.7% | +10.7% | -8.0% | +0.3% |
| 6M | -21.0% | -8.4% | -12.7% | -20.4% |
| YTD | +1.8% | -28.6% | +30.4% | +6.3% |
| 1Y | +2.4% | -38.8% | +41.3% | +9.7% |
| All | -7.0% | -39.8% | +32.8% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling