+64.2%
EEM vs ETHA
-30.2%
+94.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | +2.4% | +30.9% | -28.5% | -1.3% |
| 3M | +4.2% | +51.1% | -47.0% | -1.6% |
| 6M | +14.8% | +20.5% | -5.7% | +11.4% |
| YTD | +23.1% | -17.3% | +40.4% | +23.5% |
| 1Y | +32.5% | -43.2% | +75.8% | +37.4% |
| All | +64.2% | -30.2% | +94.4% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling