+68.7%
EEM vs ETHA
-29.6%
+98.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.1% | +2.7% | +0.4% | +2.7% |
| 30D | +4.9% | +29.4% | -24.5% | +1.2% |
| 3M | +5.2% | +47.2% | -41.9% | -0.2% |
| 6M | +20.7% | +25.4% | -4.7% | +16.7% |
| YTD | +26.5% | -16.5% | +43.0% | +26.8% |
| 1Y | +37.8% | -42.3% | +80.2% | +42.7% |
| All | +68.7% | -29.6% | +98.3% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling