-5.8%
QCOM vs ETHA
-41.7%
+35.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | +5.5% | -10.2% | +15.8% | +7.9% |
| 30D | -1.1% | -17.0% | +15.8% | +2.7% |
| 3M | +7.6% | +9.6% | -2.0% | +5.3% |
| 6M | -20.1% | -11.3% | -8.7% | -18.9% |
| YTD | +3.0% | -30.9% | +33.9% | +8.3% |
| 1Y | +3.2% | -42.6% | +45.8% | +12.0% |
| All | -5.8% | -41.7% | +35.9% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling