+43.4%
XLK vs ETHA
-44.4%
+87.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | +0.9% | +0.8% | 0.0% | +0.7% |
| 30D | +0.7% | +27.9% | -27.2% | -4.0% |
| 3M | -2.9% | +38.3% | -41.2% | -9.2% |
| 6M | +34.3% | +14.0% | +20.3% | +29.6% |
| YTD | +30.4% | -17.4% | +47.8% | +30.5% |
| 1Y | +43.4% | -42.7% | +86.0% | +51.2% |
| All | +43.4% | -44.4% | +87.7% | +51.2% |
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