+50.3%
QQQ vs ETHA
-27.9%
+78.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | +0.4% |
| 7D | -0.6% | +3.5% | -4.0% | -1.1% |
| 30D | -1.2% | +35.3% | -36.5% | -6.1% |
| 3M | -0.2% | +50.9% | -51.1% | -6.9% |
| 6M | +17.9% | +22.1% | -4.2% | +13.3% |
| YTD | +16.6% | -14.6% | +31.2% | +17.2% |
| 1Y | +23.0% | -42.8% | +65.8% | +30.4% |
| All | +50.3% | -27.9% | +78.2% | +42.9% |
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 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