-29.4%
ETHA vs URA
+74.6%
-104.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.2% |
| 30D | +27.9% | +7.4% | +20.5% | +22.0% |
| 3M | +38.3% | -8.4% | +46.7% | +45.1% |
| 6M | +14.0% | -12.7% | +26.7% | +21.0% |
| YTD | -17.4% | +7.8% | -25.2% | -22.4% |
| 1Y | -42.7% | +19.5% | -62.1% | -50.7% |
| All | -29.4% | +74.6% | -104.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling