-27.0%
ETHA vs JBL
+183.2%
-210.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +0.8% |
| 7D | +3.5% | +2.4% | +1.0% | +2.2% |
| 30D | +35.3% | -13.1% | +48.4% | +44.0% |
| 3M | +50.9% | -15.6% | +66.5% | +60.9% |
| 6M | +22.1% | +24.6% | -2.5% | +0.4% |
| YTD | -14.6% | +39.6% | -54.2% | -34.8% |
| 1Y | -42.8% | +48.6% | -91.4% | -58.4% |
| All | -27.0% | +183.2% | -210.2% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling