+97.2%
TQQQ vs ETHA
-27.9%
+125.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.7% | +1.1% |
| 7D | -1.9% | +3.5% | -5.4% | -3.5% |
| 30D | -4.9% | +35.3% | -40.2% | -18.2% |
| 3M | -6.4% | +50.9% | -57.3% | -23.7% |
| 6M | +44.4% | +22.1% | +22.3% | +30.2% |
| YTD | +35.2% | -14.6% | +49.7% | +39.8% |
| 1Y | +49.5% | -42.8% | +92.3% | +82.8% |
| All | +97.2% | -27.9% | +125.1% | +83.2% |
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