+36.7%
XLF vs ETHA
-27.9%
+64.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | +0.4% |
| 7D | -1.5% | +3.5% | -4.9% | -1.8% |
| 30D | -1.2% | +35.3% | -36.5% | -3.9% |
| 3M | +9.2% | +50.9% | -41.7% | +4.9% |
| 6M | +16.3% | +22.1% | -5.8% | +13.6% |
| YTD | +5.4% | -14.6% | +20.0% | +5.8% |
| 1Y | +7.6% | -42.8% | +50.4% | +11.6% |
| All | +36.7% | -27.9% | +64.6% | +31.0% |
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