+54.9%
WMT vs ETHA
-27.9%
+82.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.3% |
| 7D | 0.0% | +3.5% | -3.4% | 0.0% |
| 30D | -7.4% | +35.3% | -42.7% | -7.6% |
| 3M | -10.9% | +50.9% | -61.7% | -11.2% |
| 6M | -12.7% | +22.1% | -34.8% | -12.7% |
| YTD | -3.2% | -14.6% | +11.4% | -2.8% |
| 1Y | +5.3% | -42.8% | +48.1% | +6.6% |
| All | +54.9% | -27.9% | +82.8% | +51.9% |
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