-16.0%
JD vs ETHA
-43.9%
+27.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | -2.4% | -0.2% | -2.3% |
| 30D | -15.4% | +30.9% | -46.2% | -18.4% |
| 3M | -5.0% | +51.1% | -56.2% | -10.4% |
| 6M | +0.9% | +20.5% | -19.6% | -1.9% |
| YTD | -2.5% | -17.3% | +14.8% | -0.5% |
| 1Y | -16.0% | -43.2% | +27.2% | -4.9% |
| All | -16.0% | -43.9% | +27.9% | -4.9% |
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