-28.7%
ETHA vs UL
+5.4%
-34.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +0.9% |
| 7D | +2.7% | -1.3% | +4.0% | +2.5% |
| 30D | +29.4% | +0.9% | +28.4% | +29.5% |
| 3M | +47.2% | +14.2% | +32.9% | +51.1% |
| 6M | +25.4% | -3.2% | +28.6% | +23.6% |
| YTD | -16.5% | -0.3% | -16.2% | -17.3% |
| 1Y | -42.3% | -8.8% | -33.6% | -43.6% |
| All | -28.7% | +5.4% | -34.0% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling