+49.1%
QLD vs ETHA
-36.9%
+86.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -10.3% | -0.2% | -10.1% | -10.0% |
| 30D | -26.1% | -13.4% | -12.7% | -22.4% |
| 3M | -17.8% | +16.5% | -34.3% | -21.9% |
| 6M | -15.6% | -5.3% | -10.2% | -14.9% |
| YTD | +5.4% | -25.2% | +30.6% | +11.9% |
| 1Y | +5.2% | -32.9% | +38.1% | +14.7% |
| All | +49.1% | -36.9% | +86.0% | +44.6% |
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