-29.3%
ETHA vs USFR
+9.4%
-38.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +30.9% | +0.3% | +30.6% | +30.4% |
| 3M | +51.1% | +1.0% | +50.2% | +48.5% |
| 6M | +20.5% | +1.9% | +18.6% | +10.2% |
| YTD | -17.3% | +2.7% | -19.9% | -33.4% |
| 1Y | -43.2% | +4.0% | -47.2% | -64.6% |
| All | -29.3% | +9.4% | -38.7% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling