-43.2%
ETHA vs EMB
+3.6%
-46.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +2.8% |
| 7D | -2.4% | -1.1% | -1.3% | +1.5% |
| 30D | +30.9% | -1.1% | +32.0% | +35.8% |
| 3M | +51.1% | -0.8% | +51.9% | +55.4% |
| 6M | +20.5% | -0.1% | +20.6% | +23.2% |
| YTD | -17.3% | +0.4% | -17.7% | -17.9% |
| 1Y | -43.2% | +3.3% | -46.5% | -50.2% |
| All | -43.2% | +3.6% | -46.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling