+25.8%
XLP vs ETHA
-44.8%
+70.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +1.4% |
| 7D | +2.5% | -12.5% | +15.1% | +2.5% |
| 30D | +7.3% | -19.8% | +27.1% | +7.4% |
| 3M | +8.1% | +3.1% | +5.0% | +8.0% |
| 6M | +10.5% | -13.8% | +24.3% | +10.6% |
| YTD | +21.2% | -34.6% | +55.8% | +21.6% |
| 1Y | +22.7% | -38.7% | +61.4% | +23.2% |
| All | +25.8% | -44.8% | +70.6% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling