+40.2%
XLI vs ETHA
-30.1%
+70.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | -6.9% | +31.4% | -38.3% | -9.5% |
| 3M | -1.9% | +48.9% | -50.8% | -5.9% |
| 6M | +1.0% | +20.9% | -19.9% | -1.4% |
| YTD | +11.3% | -17.2% | +28.5% | +12.2% |
| 1Y | +15.8% | -42.8% | +58.6% | +20.4% |
| All | +40.2% | -30.1% | +70.3% | +34.2% |
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 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