+40.7%
XLI vs ETHA
-27.9%
+68.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.8% |
| 7D | -1.7% | +3.5% | -5.1% | -2.0% |
| 30D | -7.3% | +35.3% | -42.6% | -10.1% |
| 3M | -1.3% | +50.9% | -52.2% | -5.5% |
| 6M | +2.2% | +22.1% | -19.9% | -0.3% |
| YTD | +11.7% | -14.6% | +26.3% | +12.2% |
| 1Y | +14.3% | -42.8% | +57.1% | +18.9% |
| All | +40.7% | -27.9% | +68.6% | +34.3% |
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