+4.6%
TSLA vs ETHA
-44.4%
+49.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +10.1% | +27.9% | -17.8% | +2.2% |
| 3M | -15.4% | +38.3% | -53.7% | -23.5% |
| 6M | -12.8% | +14.0% | -26.7% | -17.0% |
| YTD | -21.3% | -17.4% | -3.8% | -19.4% |
| 1Y | +4.6% | -42.7% | +47.3% | +24.2% |
| All | +4.6% | -44.4% | +49.0% | +24.2% |
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 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