-0.6%
XLY vs ETHA
+23.9%
-24.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.3% |
| 7D | -1.7% | +3.5% | -5.2% | -2.3% |
| 30D | -4.2% | +35.3% | -39.5% | -9.5% |
| 3M | -2.7% | +50.9% | -53.5% | -10.4% |
| 6M | -0.6% | +22.1% | -22.8% | -4.6% |
| All | -0.6% | +23.9% | -24.5% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling