+9.1%
XLF vs ETHA
-44.4%
+53.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +0.2% | +27.9% | -27.7% | -1.5% |
| 3M | +11.7% | +38.3% | -26.6% | +9.1% |
| 6M | +13.8% | +14.0% | -0.2% | +12.4% |
| YTD | +7.0% | -17.4% | +24.4% | +6.8% |
| 1Y | +9.1% | -42.7% | +51.8% | +11.2% |
| All | +9.1% | -44.4% | +53.5% | +11.2% |
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