-28.7%
ETHA vs USFR
+9.4%
-38.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +29.4% | +0.3% | +29.1% | +28.8% |
| 3M | +47.2% | +1.0% | +46.2% | +44.3% |
| 6M | +25.4% | +1.9% | +23.5% | +14.4% |
| YTD | -16.5% | +2.7% | -19.2% | -32.8% |
| 1Y | -42.3% | +4.0% | -46.4% | -64.4% |
| All | -28.7% | +9.4% | -38.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling