-8.9%
JD vs ETHA
-43.8%
+34.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -4.0% | -10.3% | +6.3% | -3.2% |
| 30D | +2.7% | -19.7% | +22.3% | +4.3% |
| 3M | -13.0% | +7.2% | -20.2% | -14.0% |
| 6M | -12.7% | -11.9% | -0.8% | -12.3% |
| YTD | -0.8% | -32.3% | +31.5% | +0.9% |
| 1Y | -8.9% | -41.1% | +32.2% | -6.8% |
| All | -8.9% | -43.8% | +34.9% | -6.8% |
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