+45.8%
XEL vs ETHA
-30.2%
+76.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.2% | -2.4% | +1.2% | -1.2% |
| 30D | -2.9% | +30.9% | -33.8% | -3.2% |
| 3M | -2.7% | +51.1% | -53.9% | -3.2% |
| 6M | -6.5% | +20.5% | -27.0% | -6.7% |
| YTD | +3.6% | -17.3% | +20.9% | +3.9% |
| 1Y | +7.5% | -43.2% | +50.7% | +8.1% |
| All | +45.8% | -30.2% | +76.0% | +48.2% |
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