+48.2%
SHEL vs ETHA
-27.9%
+76.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.7% |
| 7D | +4.1% | +3.5% | +0.7% | +3.9% |
| 30D | +8.4% | +35.3% | -26.9% | +6.4% |
| 3M | +13.7% | +50.9% | -37.2% | +10.8% |
| 6M | +12.7% | +22.1% | -9.4% | +10.9% |
| YTD | +35.3% | -14.6% | +49.9% | +35.8% |
| 1Y | +39.4% | -42.8% | +82.2% | +42.5% |
| All | +48.2% | -27.9% | +76.1% | +43.1% |
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 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