+51.1%
XLE vs ETHA
-30.3%
+81.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +11.8% | +27.9% | -16.1% | +10.3% |
| 3M | +9.8% | +38.3% | -28.5% | +7.8% |
| 6M | +15.6% | +14.0% | +1.6% | +14.4% |
| YTD | +45.3% | -17.4% | +62.7% | +46.7% |
| 1Y | +48.3% | -42.7% | +91.0% | +53.2% |
| All | +51.1% | -30.3% | +81.4% | +44.8% |
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