-13.3%
TSLA vs ETHA
-31.0%
+17.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.1% | -4.9% |
| 7D | -4.7% | +2.1% | -6.8% | -5.4% |
| 30D | +1.7% | -10.7% | +12.4% | +4.7% |
| 3M | +17.7% | +29.0% | -11.3% | +9.2% |
| 6M | -1.9% | +2.7% | -4.5% | -4.4% |
| YTD | -14.3% | -18.7% | +4.3% | -14.4% |
| 1Y | -13.3% | -24.8% | +11.6% | -12.3% |
| All | -13.3% | -31.0% | +17.7% | -12.3% |
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