+32.9%
XLC vs ETHA
-30.1%
+63.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.4% | +2.9% | -4.4% | -1.7% |
| 30D | -0.9% | +31.4% | -32.3% | -3.6% |
| 3M | -0.3% | +48.9% | -49.2% | -4.4% |
| 6M | -5.2% | +20.9% | -26.1% | -7.4% |
| YTD | -5.3% | -17.2% | +11.9% | -4.6% |
| 1Y | -2.8% | -42.8% | +40.0% | +1.2% |
| All | +32.9% | -30.1% | +63.1% | +29.4% |
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