+42.4%
XLE vs ETHA
-41.2%
+83.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.9% |
| 7D | -0.2% | -14.0% | +13.8% | -0.6% |
| 30D | -4.0% | -17.4% | +13.4% | -4.4% |
| 3M | +4.6% | +10.6% | -6.0% | +4.6% |
| 6M | +12.3% | -11.2% | +23.5% | +12.6% |
| YTD | +44.5% | -30.1% | +74.6% | +47.8% |
| 1Y | +42.4% | -39.6% | +82.1% | +46.2% |
| All | +42.4% | -41.2% | +83.7% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling