-40.9%
ETHA vs URI
+53.9%
-94.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -10.2% | -6.0% | -4.2% | -8.1% |
| 30D | -17.0% | +4.6% | -21.6% | -19.0% |
| 3M | +9.6% | -2.7% | +12.3% | +10.0% |
| 6M | -11.3% | +18.4% | -29.7% | -20.6% |
| YTD | -30.9% | +37.4% | -68.3% | -46.0% |
| 1Y | -42.6% | +30.4% | -72.9% | -53.2% |
| All | -40.9% | +53.9% | -94.9% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling