-29.4%
ETHA vs URI
+40.7%
-70.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.4% |
| 7D | +0.8% | -2.0% | +2.8% | +1.7% |
| 30D | +27.9% | -12.9% | +40.8% | +35.8% |
| 3M | +38.3% | -6.7% | +45.0% | +40.9% |
| 6M | +14.0% | +19.0% | -5.0% | -0.4% |
| YTD | -17.4% | +25.5% | -43.0% | -32.4% |
| 1Y | -42.7% | +5.5% | -48.2% | -46.5% |
| All | -29.4% | +40.7% | -70.1% | -48.4% |
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