+15.0%
EEM vs ETHA
-31.0%
+46.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.9% | -0.2% |
| 7D | -3.0% | +2.1% | -5.1% | -3.4% |
| 30D | -10.3% | -10.7% | +0.3% | -8.6% |
| 3M | -6.6% | +29.0% | -35.6% | -11.2% |
| 6M | -3.4% | +2.7% | -6.1% | -5.3% |
| YTD | +13.2% | -18.7% | +31.9% | +12.1% |
| 1Y | +15.0% | -24.8% | +39.9% | +14.3% |
| All | +15.0% | -31.0% | +46.0% | +14.3% |
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