-42.7%
ETHA vs YUM
+5.7%
-48.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.9% |
| 7D | +0.8% | -2.0% | +2.9% | +0.4% |
| 30D | +27.9% | -1.1% | +29.0% | +26.8% |
| 3M | +38.3% | +1.8% | +36.5% | +40.1% |
| 6M | +14.0% | -4.7% | +18.7% | +12.3% |
| YTD | -17.4% | +0.6% | -18.0% | -15.3% |
| 1Y | -42.7% | +6.4% | -49.1% | -35.9% |
| All | -42.7% | +5.7% | -48.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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