-28.7%
ETHA vs JAAA
+11.7%
-40.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.7% | +0.1% | +2.6% | +1.7% |
| 30D | +29.4% | +0.5% | +28.9% | +23.9% |
| 3M | +47.2% | +1.2% | +46.0% | +31.1% |
| 6M | +25.4% | +2.8% | +22.5% | -4.3% |
| YTD | -16.5% | +3.2% | -19.7% | -37.6% |
| 1Y | -42.3% | +4.8% | -47.2% | -62.4% |
| All | -28.7% | +11.7% | -40.4% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling