-24.8%
ETHA vs EME
-3.1%
-21.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -9.6% | +15.4% | +9.3% |
| 7D | +2.1% | -5.8% | +7.9% | +3.7% |
| 30D | -10.7% | -17.9% | +7.2% | -4.0% |
| 3M | +29.0% | -22.0% | +50.9% | +40.9% |
| 6M | +2.7% | -29.7% | +32.4% | +21.7% |
| YTD | -18.7% | +4.7% | -23.4% | -34.3% |
| 1Y | -24.8% | -2.1% | -22.7% | -30.9% |
| All | -24.8% | -3.1% | -21.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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