+64.3%
TWLO vs ETHA
-31.0%
+95.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.1% |
| 7D | -15.9% | +2.1% | -18.0% | -16.1% |
| 30D | -29.0% | -10.7% | -18.4% | -27.9% |
| 3M | +10.0% | +29.0% | -18.9% | +6.4% |
| 6M | +12.6% | +2.7% | +9.9% | +13.7% |
| YTD | +50.1% | -18.7% | +68.7% | +51.8% |
| 1Y | +64.3% | -24.8% | +89.1% | +67.5% |
| All | +64.3% | -31.0% | +95.3% | +67.5% |
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