+33.3%
SHEL vs ETHA
-44.4%
+77.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +2.2% | +0.8% | +1.4% | +2.2% |
| 30D | +6.8% | +27.9% | -21.1% | +5.2% |
| 3M | +8.1% | +38.3% | -30.2% | +5.7% |
| 6M | +14.4% | +14.0% | +0.4% | +13.0% |
| YTD | +30.0% | -17.4% | +47.4% | +31.5% |
| 1Y | +33.3% | -42.7% | +76.0% | +37.4% |
| All | +33.3% | -44.4% | +77.7% | +37.4% |
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