+49.4%
TSLA vs ETHA
-29.6%
+79.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +3.4% | +2.7% | +0.7% | +2.4% |
| 30D | +12.0% | +29.4% | -17.3% | +1.2% |
| 3M | -10.0% | +47.2% | -57.1% | -22.9% |
| 6M | -7.2% | +25.4% | -32.6% | -16.1% |
| YTD | -18.1% | -16.5% | -1.6% | -15.2% |
| 1Y | +6.3% | -42.3% | +48.6% | +25.7% |
| All | +49.4% | -29.6% | +79.0% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling