-28.7%
ETHA vs URI
+41.4%
-70.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +2.7% | +2.5% | +0.2% | +1.5% |
| 30D | +29.4% | -12.5% | +41.9% | +37.1% |
| 3M | +47.2% | -6.2% | +53.4% | +49.3% |
| 6M | +25.4% | +25.9% | -0.5% | +5.4% |
| YTD | -16.5% | +26.2% | -42.7% | -31.8% |
| 1Y | -42.3% | +5.5% | -47.8% | -46.1% |
| All | -28.7% | +41.4% | -70.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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