+40.5%
EEM vs ETHA
-44.4%
+84.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +2.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +4.5% | +27.9% | -23.4% | -0.1% |
| 3M | -0.1% | +38.3% | -38.4% | -6.0% |
| 6M | +16.9% | +14.0% | +3.0% | +13.1% |
| YTD | +26.2% | -17.4% | +43.7% | +25.7% |
| 1Y | +40.5% | -42.7% | +83.2% | +47.0% |
| All | +40.5% | -44.4% | +84.9% | +47.0% |
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