+48.3%
TSLA vs ETHA
-27.9%
+76.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.7% |
| 7D | +3.2% | +3.5% | -0.2% | +1.9% |
| 30D | +11.6% | +35.3% | -23.7% | -1.0% |
| 3M | -8.4% | +50.9% | -59.3% | -22.4% |
| 6M | -10.4% | +22.1% | -32.5% | -18.2% |
| YTD | -18.7% | -14.6% | -4.2% | -16.6% |
| 1Y | -0.9% | -42.8% | +41.9% | +17.7% |
| All | +48.3% | -27.9% | +76.3% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling