-10.2%
QCOM vs ETHA
-36.9%
+26.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -6.6% | -13.4% | +6.8% | -3.8% |
| 3M | +3.7% | +16.5% | -12.8% | +0.3% |
| 6M | -13.3% | -5.3% | -8.0% | -13.2% |
| YTD | -1.8% | -25.2% | +23.4% | +1.6% |
| 1Y | -2.5% | -32.9% | +30.4% | +2.5% |
| All | -10.2% | -36.9% | +26.7% | -12.5% |
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 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