+34.9%
EMR vs ETHA
-30.3%
+65.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.4% | +2.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -5.6% | +27.9% | -33.5% | -9.3% |
| 3M | +7.9% | +38.3% | -30.4% | +2.0% |
| 6M | +6.0% | +14.0% | -7.9% | +3.0% |
| YTD | +16.4% | -17.4% | +33.9% | +17.8% |
| 1Y | +16.6% | -42.7% | +59.3% | +23.8% |
| All | +34.9% | -30.3% | +65.2% | +27.8% |
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