+49.2%
QQQM vs ETHA
-30.2%
+79.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.3% | -2.4% | +1.2% | -0.9% |
| 30D | -1.4% | +30.9% | -32.3% | -5.7% |
| 3M | +2.2% | +51.1% | -49.0% | -4.7% |
| 6M | +16.9% | +20.5% | -3.6% | +12.6% |
| YTD | +15.7% | -17.3% | +32.9% | +16.8% |
| 1Y | +22.7% | -43.2% | +65.9% | +30.2% |
| All | +49.2% | -30.2% | +79.4% | +42.6% |
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 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