+43.8%
QLD vs ETHA
-44.4%
+88.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.1% |
| 7D | +0.6% | +0.8% | -0.3% | +0.3% |
| 30D | -0.1% | +27.9% | -28.0% | -7.6% |
| 3M | -8.4% | +38.3% | -46.7% | -17.4% |
| 6M | +32.2% | +14.0% | +18.2% | +25.4% |
| YTD | +28.9% | -17.4% | +46.3% | +30.1% |
| 1Y | +43.8% | -42.7% | +86.5% | +59.8% |
| All | +43.8% | -44.4% | +88.2% | +59.8% |
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 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