+59.2%
QLD vs ETHA
-39.8%
+98.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.5% | +11.3% | +8.3% |
| 7D | -1.4% | -5.3% | +3.8% | +0.4% |
| 30D | -19.6% | -14.2% | -5.4% | -15.4% |
| 3M | -14.1% | +10.7% | -24.9% | -17.2% |
| 6M | -13.6% | -8.4% | -5.3% | -12.1% |
| YTD | +12.5% | -28.6% | +41.1% | +21.2% |
| 1Y | +13.1% | -38.8% | +52.0% | +26.9% |
| All | +59.2% | -39.8% | +98.9% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling