+76.5%
JPM vs ETHA
-27.9%
+104.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.4% |
| 7D | -0.7% | +3.5% | -4.1% | -1.0% |
| 30D | -2.5% | +35.3% | -37.8% | -5.5% |
| 3M | +14.1% | +50.9% | -36.7% | +9.2% |
| 6M | +25.1% | +22.1% | +3.0% | +21.9% |
| YTD | +12.1% | -14.6% | +26.7% | +12.5% |
| 1Y | +18.8% | -42.8% | +61.6% | +23.7% |
| All | +76.5% | -27.9% | +104.4% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling