+75.2%
JPM vs ETHA
-30.2%
+105.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.3% | -2.4% | +0.1% | -2.1% |
| 30D | -2.3% | +30.9% | -33.2% | -5.1% |
| 3M | +14.9% | +51.1% | -36.3% | +9.9% |
| 6M | +23.6% | +20.5% | +3.1% | +20.6% |
| YTD | +11.3% | -17.3% | +28.5% | +12.0% |
| 1Y | +19.9% | -43.2% | +63.1% | +24.9% |
| All | +75.2% | -30.2% | +105.4% | +65.5% |
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