+52.8%
XLE vs ETHA
-29.6%
+82.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.1% |
| 30D | +12.6% | +29.4% | -16.7% | +11.1% |
| 3M | +11.8% | +47.2% | -35.3% | +9.4% |
| 6M | +16.1% | +25.4% | -9.3% | +14.2% |
| YTD | +46.9% | -16.5% | +63.4% | +48.3% |
| 1Y | +53.3% | -42.3% | +95.6% | +58.3% |
| All | +52.8% | -29.6% | +82.4% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling