+66.2%
EEM vs ETHA
-27.9%
+94.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +0.8% |
| 7D | -1.3% | +3.5% | -4.7% | -1.7% |
| 30D | +2.1% | +35.3% | -33.2% | -2.0% |
| 3M | +1.0% | +50.9% | -49.8% | -4.5% |
| 6M | +15.9% | +22.1% | -6.2% | +12.3% |
| YTD | +24.6% | -14.6% | +39.2% | +24.6% |
| 1Y | +32.3% | -42.8% | +75.1% | +36.9% |
| All | +66.2% | -27.9% | +94.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling