-42.8%
ETHA vs EME
+21.8%
-64.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +1.4% |
| 7D | +3.5% | +3.5% | -0.1% | +1.9% |
| 30D | +35.3% | -6.3% | +41.6% | +38.6% |
| 3M | +50.9% | -3.8% | +54.6% | +52.1% |
| 6M | +22.1% | +8.5% | +13.6% | +13.4% |
| YTD | -14.6% | +27.8% | -42.4% | -28.6% |
| 1Y | -42.8% | +22.2% | -65.0% | -50.3% |
| All | -42.8% | +21.8% | -64.6% | -50.3% |
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