-5.4%
JD vs ETHA
-44.4%
+39.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -13.2% | +27.9% | -41.1% | -16.0% |
| 3M | -3.2% | +38.3% | -41.5% | -7.6% |
| 6M | +15.2% | +14.0% | +1.3% | +12.7% |
| YTD | +2.0% | -17.4% | +19.4% | +4.2% |
| 1Y | -5.4% | -42.7% | +37.3% | +7.7% |
| All | -5.4% | -44.4% | +39.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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