+32.7%
EMR vs ETHA
-30.1%
+62.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | +0.9% | +2.9% | -2.0% | +0.4% |
| 30D | -5.0% | +31.4% | -36.4% | -9.1% |
| 3M | +5.9% | +48.9% | -43.0% | -0.9% |
| 6M | +7.3% | +20.9% | -13.6% | +3.4% |
| YTD | +14.6% | -17.2% | +31.7% | +15.9% |
| 1Y | +15.6% | -42.8% | +58.4% | +22.8% |
| All | +32.7% | -30.1% | +62.8% | +25.6% |
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