+5.0%
UAL vs ETHA
-44.4%
+49.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | -16.1% | +27.9% | -44.0% | -20.3% |
| 3M | +6.1% | +38.3% | -32.2% | -1.3% |
| 6M | +10.8% | +14.0% | -3.1% | +7.4% |
| YTD | -0.4% | -17.4% | +17.0% | +1.2% |
| 1Y | +5.0% | -42.7% | +47.7% | +13.0% |
| All | +5.0% | -44.4% | +49.4% | +13.0% |
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