-1.5%
XLY vs ETHA
-44.4%
+42.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -3.1% | +27.9% | -31.0% | -6.1% |
| 3M | -1.8% | +38.3% | -40.1% | -5.9% |
| 6M | -0.9% | +14.0% | -14.8% | -3.0% |
| YTD | -3.4% | -17.4% | +14.0% | -3.0% |
| 1Y | -1.5% | -42.7% | +41.2% | +4.6% |
| All | -1.5% | -44.4% | +42.9% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling