+33.8%
XLC vs ETHA
-29.6%
+63.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | +0.6% | +2.7% | -2.1% | +0.3% |
| 30D | +0.2% | +29.4% | -29.1% | -2.3% |
| 3M | +0.6% | +47.2% | -46.5% | -3.3% |
| 6M | -4.5% | +25.4% | -29.9% | -7.1% |
| YTD | -4.7% | -16.5% | +11.8% | -4.1% |
| 1Y | -1.7% | -42.3% | +40.7% | +2.3% |
| All | +33.8% | -29.6% | +63.4% | +30.1% |
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