+45.9%
SHEL vs ETHA
-29.6%
+75.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +2.5% |
| 7D | +1.9% | +2.7% | -0.8% | +1.8% |
| 30D | +8.7% | +29.4% | -20.7% | +7.0% |
| 3M | +11.0% | +47.2% | -36.2% | +8.2% |
| 6M | +14.6% | +25.4% | -10.8% | +12.5% |
| YTD | +33.3% | -16.5% | +49.8% | +33.9% |
| 1Y | +37.9% | -42.3% | +80.2% | +40.9% |
| All | +45.9% | -29.6% | +75.5% | +41.1% |
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 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