-29.2%
ETHA vs EME
+102.4%
-131.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.5% |
| 7D | +2.9% | +2.7% | +0.2% | +1.5% |
| 30D | +31.4% | -6.8% | +38.2% | +35.4% |
| 3M | +48.9% | -8.8% | +57.7% | +53.4% |
| 6M | +20.9% | +5.0% | +15.9% | +13.7% |
| YTD | -17.2% | +23.5% | -40.7% | -29.6% |
| 1Y | -42.8% | +21.3% | -64.1% | -51.4% |
| All | -29.2% | +102.4% | -131.6% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling