+43.3%
SHEL vs ETHA
-31.0%
+74.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.5% |
| 7D | -3.2% | +2.1% | -5.3% | -3.2% |
| 30D | +5.5% | -10.7% | +16.2% | +6.1% |
| 3M | +14.4% | +29.0% | -14.6% | +12.2% |
| 6M | +16.2% | +2.7% | +13.5% | +16.0% |
| YTD | +42.4% | -18.7% | +61.1% | +45.3% |
| 1Y | +43.3% | -24.8% | +68.1% | +46.7% |
| All | +43.3% | -31.0% | +74.3% | +46.7% |
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