+9.9%
JD vs ETHA
-30.1%
+40.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.4% |
| 7D | -3.0% | +2.9% | -5.9% | -3.4% |
| 30D | -19.3% | +31.4% | -50.7% | -22.5% |
| 3M | -6.0% | +48.9% | -54.9% | -11.5% |
| 6M | +1.8% | +20.9% | -19.1% | -1.6% |
| YTD | -2.6% | -17.2% | +14.6% | -1.3% |
| 1Y | -17.4% | -42.8% | +25.3% | -12.0% |
| All | +9.9% | -30.1% | +40.0% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling