-5.5%
QCOM vs ETHA
-29.6%
+24.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.0% |
| 7D | +5.1% | +2.7% | +2.4% | +4.5% |
| 30D | +4.3% | +29.4% | -25.1% | -1.2% |
| 3M | -19.6% | +47.2% | -66.8% | -25.9% |
| 6M | +29.5% | +25.4% | +4.1% | +22.3% |
| YTD | +3.4% | -16.5% | +19.9% | +4.7% |
| 1Y | +10.9% | -42.3% | +53.2% | +19.8% |
| All | -5.5% | -29.6% | +24.1% | -9.8% |
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