-27.0%
ETHA vs AUR
+51.7%
-78.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.9% |
| 7D | +3.5% | +1.4% | +2.0% | +3.1% |
| 30D | +35.3% | -6.4% | +41.7% | +36.7% |
| 3M | +50.9% | +7.7% | +43.2% | +46.6% |
| 6M | +22.1% | +44.5% | -22.4% | +9.5% |
| YTD | -14.6% | +67.4% | -82.0% | -25.9% |
| 1Y | -42.8% | +15.4% | -58.2% | -46.6% |
| All | -27.0% | +51.7% | -78.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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