-29.3%
ETHA vs AUR
+49.3%
-78.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +30.9% | -8.9% | +39.8% | +33.0% |
| 3M | +51.1% | +4.6% | +46.5% | +47.8% |
| 6M | +20.5% | +44.9% | -24.3% | +8.0% |
| YTD | -17.3% | +64.8% | -82.1% | -28.0% |
| 1Y | -43.2% | +16.4% | -59.6% | -47.0% |
| All | -29.3% | +49.3% | -78.6% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling