-29.2%
ETHA vs EMB
+17.8%
-47.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | 0.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +31.4% | -0.3% | +31.7% | +32.7% |
| 3M | +48.9% | -0.3% | +49.2% | +50.9% |
| 6M | +20.9% | +0.7% | +20.1% | +18.4% |
| YTD | -17.2% | +1.3% | -18.4% | -20.4% |
| 1Y | -42.8% | +4.7% | -47.5% | -51.7% |
| All | -29.2% | +17.8% | -47.0% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling