+58.4%
TSLA vs ETHA
-44.8%
+103.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.6% |
| 7D | +8.9% | -12.5% | +21.5% | +14.3% |
| 30D | +6.3% | -19.8% | +26.1% | +15.2% |
| 3M | +14.8% | +3.1% | +11.7% | +12.2% |
| 6M | -12.4% | -13.8% | +1.4% | -8.9% |
| YTD | -13.2% | -34.6% | +21.4% | -2.1% |
| 1Y | -2.9% | -38.7% | +35.8% | +10.9% |
| All | +58.4% | -44.8% | +103.2% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling