-27.0%
ETHA vs UMAC
+1,282.5%
-1,309.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.5% |
| 7D | +3.5% | -3.4% | +6.9% | +3.7% |
| 30D | +35.3% | -15.1% | +50.4% | +36.3% |
| 3M | +50.9% | -10.8% | +61.6% | +49.4% |
| 6M | +22.1% | +15.7% | +6.4% | +13.3% |
| YTD | -14.6% | +80.1% | -94.7% | -25.4% |
| 1Y | -42.8% | +116.7% | -159.5% | -51.4% |
| All | -27.0% | +1,282.5% | -1,309.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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