-27.0%
ETHA vs JAAA
+11.8%
-38.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +2.5% |
| 7D | +3.5% | +0.1% | +3.4% | +2.7% |
| 30D | +35.3% | +0.5% | +34.8% | +28.7% |
| 3M | +50.9% | +1.3% | +49.6% | +33.6% |
| 6M | +22.1% | +2.8% | +19.3% | -6.3% |
| YTD | -14.6% | +3.3% | -17.8% | -36.6% |
| 1Y | -42.8% | +4.9% | -47.7% | -62.9% |
| All | -27.0% | +11.8% | -38.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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