+82.3%
QLD vs ETHA
-30.3%
+112.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.2% |
| 7D | +0.6% | +0.8% | -0.3% | +0.3% |
| 30D | -0.1% | +27.9% | -28.0% | -8.1% |
| 3M | -8.4% | +38.3% | -46.7% | -17.9% |
| 6M | +32.2% | +14.0% | +18.2% | +25.3% |
| YTD | +28.9% | -17.4% | +46.3% | +32.4% |
| 1Y | +43.8% | -42.7% | +86.5% | +62.9% |
| All | +82.3% | -30.3% | +112.7% | +71.1% |
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