-29.2%
ETHA vs URA
+77.6%
-106.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +2.9% | +5.7% | -2.8% | -0.4% |
| 30D | +31.4% | +5.6% | +25.8% | +26.7% |
| 3M | +48.9% | +6.2% | +42.7% | +42.5% |
| 6M | +20.9% | -8.2% | +29.1% | +24.4% |
| YTD | -17.2% | +9.7% | -26.8% | -22.9% |
| 1Y | -42.8% | +17.0% | -59.8% | -50.0% |
| All | -29.2% | +77.6% | -106.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling