+85.4%
JNJ vs ETHA
-27.9%
+113.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.2% |
| 7D | -3.5% | +3.5% | -7.0% | -3.4% |
| 30D | +2.3% | +35.3% | -33.0% | +3.0% |
| 3M | +12.0% | +50.9% | -38.9% | +13.0% |
| 6M | +10.5% | +22.1% | -11.6% | +11.2% |
| YTD | +30.4% | -14.6% | +45.0% | +30.8% |
| 1Y | +52.1% | -42.8% | +94.9% | +52.1% |
| All | +85.4% | -27.9% | +113.4% | +86.7% |
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 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