+20.0%
XLB vs ETHA
-44.8%
+64.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | +0.5% | -12.5% | +13.1% | +1.7% |
| 30D | +5.2% | -19.8% | +25.0% | +7.1% |
| 3M | +0.3% | +3.1% | -2.8% | -0.3% |
| 6M | +1.2% | -13.8% | +15.0% | +1.9% |
| YTD | +16.6% | -34.6% | +51.2% | +19.6% |
| 1Y | +21.4% | -38.7% | +60.2% | +24.9% |
| All | +20.0% | -44.8% | +64.9% | +17.2% |
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