+30.9%
EMR vs ETHA
-30.2%
+61.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | -9.4% | +30.9% | -40.3% | -13.3% |
| 3M | +8.6% | +51.1% | -42.6% | +1.3% |
| 6M | +6.7% | +20.5% | -13.8% | +2.8% |
| YTD | +13.1% | -17.3% | +30.3% | +14.4% |
| 1Y | +12.7% | -43.2% | +56.0% | +19.9% |
| All | +30.9% | -30.2% | +61.1% | +24.0% |
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 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