+119.7%
TWLO vs ETHA
-44.4%
+164.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +20.6% | +27.9% | -7.3% | +14.6% |
| 3M | -1.5% | +38.3% | -39.9% | -8.5% |
| 6M | +89.4% | +14.0% | +75.5% | +84.5% |
| YTD | +63.8% | -17.4% | +81.2% | +70.2% |
| 1Y | +119.7% | -42.7% | +162.4% | +165.5% |
| All | +119.7% | -44.4% | +164.1% | +165.5% |
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 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