+20.3%
JPM vs ETHA
-44.4%
+64.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -0.2% | +27.9% | -28.1% | -2.0% |
| 3M | +15.9% | +38.3% | -22.4% | +12.9% |
| 6M | +20.9% | +14.0% | +7.0% | +19.3% |
| YTD | +12.9% | -17.4% | +30.3% | +12.5% |
| 1Y | +20.3% | -42.7% | +63.0% | +23.0% |
| All | +20.3% | -44.4% | +64.7% | +23.0% |
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 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