-29.2%
ETHA vs JBL
+177.3%
-206.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.9% | +4.0% | -1.1% | +1.0% |
| 30D | +31.4% | -7.5% | +38.9% | +35.1% |
| 3M | +48.9% | -14.1% | +62.9% | +56.6% |
| 6M | +20.9% | +25.9% | -5.0% | -1.6% |
| YTD | -17.2% | +36.7% | -53.8% | -36.1% |
| 1Y | -42.8% | +49.0% | -91.8% | -58.7% |
| All | -29.2% | +177.3% | -206.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling