+75.1%
JPM vs ETHA
-29.6%
+104.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -0.4% | +2.7% | -3.1% | -0.7% |
| 30D | -1.1% | +29.4% | -30.5% | -3.8% |
| 3M | +14.1% | +47.2% | -33.0% | +9.5% |
| 6M | +23.3% | +25.4% | -2.1% | +19.7% |
| YTD | +11.3% | -16.5% | +27.8% | +11.9% |
| 1Y | +23.0% | -42.3% | +65.3% | +27.9% |
| All | +75.1% | -29.6% | +104.7% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling