+8.4%
QLD vs ETHA
-41.3%
+49.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.5% | +11.3% | +8.3% |
| 7D | -1.4% | -5.3% | +3.8% | +0.5% |
| 30D | -19.6% | -14.2% | -5.4% | -15.4% |
| 3M | -14.1% | +10.7% | -24.9% | -16.7% |
| 6M | -13.6% | -8.4% | -5.3% | -12.4% |
| YTD | +12.5% | -28.6% | +41.1% | +17.3% |
| All | +8.4% | -41.3% | +49.7% | +16.9% |
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