-29.2%
ETHA vs UL
+3.6%
-32.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -1.0% |
| 7D | +2.9% | -3.2% | +6.2% | +2.5% |
| 30D | +31.4% | -0.6% | +32.0% | +31.2% |
| 3M | +48.9% | +9.4% | +39.4% | +51.7% |
| 6M | +20.9% | -4.1% | +25.0% | +19.2% |
| YTD | -17.2% | -2.0% | -15.2% | -18.1% |
| 1Y | -42.8% | -9.0% | -33.8% | -44.0% |
| All | -29.2% | +3.6% | -32.8% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling