-29.2%
ETHA vs EWJ
+47.7%
-76.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | +0.4% |
| 7D | +2.9% | +1.0% | +1.9% | +1.8% |
| 30D | +31.4% | +1.0% | +30.4% | +29.6% |
| 3M | +48.9% | +7.2% | +41.6% | +36.4% |
| 6M | +20.9% | +13.9% | +7.0% | +3.4% |
| YTD | -17.2% | +20.8% | -38.0% | -33.7% |
| 1Y | -42.8% | +26.4% | -69.2% | -56.3% |
| All | -29.2% | +47.7% | -76.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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