-27.0%
ETHA vs USFR
+9.5%
-36.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.1% |
| 7D | +3.5% | +0.1% | +3.3% | +3.2% |
| 30D | +35.3% | +0.4% | +35.0% | +34.6% |
| 3M | +50.9% | +1.0% | +49.8% | +47.9% |
| 6M | +22.1% | +2.0% | +20.1% | +11.7% |
| YTD | -14.6% | +2.8% | -17.3% | -31.4% |
| 1Y | -42.8% | +4.1% | -46.9% | -64.4% |
| All | -27.0% | +9.5% | -36.5% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling