+66.5%
XLK vs ETHA
-30.2%
+96.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -0.5% | +30.9% | -31.4% | -5.5% |
| 3M | +5.0% | +51.1% | -46.2% | -3.1% |
| 6M | +32.9% | +20.5% | +12.3% | +27.3% |
| YTD | +29.0% | -17.3% | +46.2% | +30.4% |
| 1Y | +37.8% | -43.2% | +81.1% | +47.2% |
| All | +66.5% | -30.2% | +96.7% | +58.9% |
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