-42.7%
ETHA vs USFR
+4.0%
-46.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.0% |
| 7D | +0.8% | +0.1% | +0.8% | +2.7% |
| 30D | +27.9% | +0.3% | +27.6% | +40.5% |
| 3M | +38.3% | +1.0% | +37.3% | +94.2% |
| 6M | +14.0% | +1.9% | +12.0% | +107.6% |
| YTD | -17.4% | +2.6% | -20.0% | +53.9% |
| 1Y | -42.7% | +4.0% | -46.7% | +21.2% |
| All | -42.7% | +4.0% | -46.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling