+12.7%
JD vs ETHA
-29.6%
+42.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.2% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | -16.0% | +29.4% | -45.4% | -19.2% |
| 3M | -3.2% | +47.2% | -50.4% | -8.7% |
| 6M | +6.1% | +25.4% | -19.3% | +2.0% |
| YTD | -0.1% | -16.5% | +16.4% | +1.1% |
| 1Y | -12.7% | -42.3% | +29.6% | -7.1% |
| All | +12.7% | -29.6% | +42.3% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling