+120.8%
UAL vs ETHA
-30.2%
+151.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.4% |
| 30D | -15.7% | +30.9% | -46.6% | -22.0% |
| 3M | +3.6% | +51.1% | -47.5% | -8.2% |
| 6M | +16.9% | +20.5% | -3.6% | +9.6% |
| YTD | -4.8% | -17.3% | +12.5% | -2.7% |
| 1Y | -0.9% | -43.2% | +42.3% | +11.3% |
| All | +120.8% | -30.2% | +151.0% | +97.3% |
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 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