+27.6%
XLU vs ETHA
-27.9%
+55.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -1.6% | +3.5% | -5.1% | -1.7% |
| 30D | -3.3% | +35.3% | -38.6% | -4.3% |
| 3M | -3.2% | +50.9% | -54.0% | -4.6% |
| 6M | -7.0% | +22.1% | -29.1% | -7.7% |
| YTD | +0.6% | -14.6% | +15.2% | +1.0% |
| 1Y | +2.4% | -42.8% | +45.2% | +4.1% |
| All | +27.6% | -27.9% | +55.6% | +28.1% |
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 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