+46.9%
SHEL vs ETHA
-30.2%
+77.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.9% | -2.4% | +6.4% | +4.1% |
| 30D | +7.0% | +30.9% | -23.9% | +5.2% |
| 3M | +12.5% | +51.1% | -38.6% | +9.5% |
| 6M | +14.8% | +20.5% | -5.8% | +13.0% |
| YTD | +34.2% | -17.3% | +51.4% | +34.9% |
| 1Y | +37.0% | -43.2% | +80.2% | +40.1% |
| All | +46.9% | -30.2% | +77.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling