+126.7%
UAL vs ETHA
-44.8%
+171.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.9% |
| 7D | -3.0% | -12.5% | +9.5% | +0.3% |
| 30D | +10.5% | -19.8% | +30.3% | +16.9% |
| 3M | -13.5% | +3.1% | -16.6% | -14.9% |
| 6M | +14.2% | -13.8% | +28.0% | +17.3% |
| YTD | -2.2% | -34.6% | +32.3% | +6.1% |
| 1Y | +12.5% | -38.7% | +51.2% | +23.7% |
| All | +126.7% | -44.8% | +171.5% | +115.1% |
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