+13.7%
XLP vs ETHA
-29.6%
+43.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +2.7% | -4.1% | -1.5% |
| 30D | -1.3% | +29.4% | -30.7% | -1.4% |
| 3M | +1.8% | +47.2% | -45.3% | +1.6% |
| 6M | -0.8% | +25.4% | -26.2% | -0.9% |
| YTD | +9.5% | -16.5% | +26.1% | +9.9% |
| 1Y | +7.2% | -42.3% | +49.5% | +8.1% |
| All | +13.7% | -29.6% | +43.3% | +13.9% |
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 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