+278.7%
TWLO vs ETHA
-27.9%
+306.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.9% | -2.2% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | -7.8% | +35.3% | -43.1% | -12.8% |
| 3M | +10.0% | +50.9% | -40.8% | +1.6% |
| 6M | +79.5% | +22.1% | +57.4% | +71.9% |
| YTD | +59.8% | -14.6% | +74.4% | +61.6% |
| 1Y | +121.7% | -42.8% | +164.5% | +139.5% |
| All | +278.7% | -27.9% | +306.7% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling