+20.7%
XLK vs ETHA
-31.0%
+51.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.1% |
| 7D | -7.6% | +2.1% | -9.7% | -8.0% |
| 30D | -12.2% | -10.7% | -1.5% | -10.3% |
| 3M | -5.5% | +29.0% | -34.4% | -10.4% |
| 6M | +9.2% | +2.7% | +6.5% | +7.3% |
| YTD | +23.0% | -18.7% | +41.7% | +22.7% |
| 1Y | +20.7% | -24.8% | +45.6% | +21.2% |
| All | +20.7% | -31.0% | +51.7% | +21.2% |
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