-24.8%
ETHA vs UL
+1.7%
-26.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.5% | +6.0% |
| 7D | +2.1% | +4.7% | -2.5% | +2.5% |
| 30D | -10.7% | +11.6% | -22.3% | -10.0% |
| 3M | +29.0% | +5.3% | +23.6% | +29.5% |
| 6M | +2.7% | +16.0% | -13.4% | +5.8% |
| YTD | -18.7% | +5.0% | -23.6% | -20.8% |
| 1Y | -24.8% | +1.1% | -26.0% | -28.3% |
| All | -24.8% | +1.7% | -26.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling