+14.5%
XLP vs ETHA
-30.3%
+44.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -0.9% | +27.9% | -28.8% | -1.0% |
| 3M | +3.8% | +38.3% | -34.5% | +3.6% |
| 6M | -1.7% | +14.0% | -15.7% | -1.8% |
| YTD | +10.3% | -17.4% | +27.7% | +10.6% |
| 1Y | +7.8% | -42.7% | +50.5% | +8.7% |
| All | +14.5% | -30.3% | +44.8% | +14.7% |
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