+1.4%
UAL vs ETHA
-43.4%
+44.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.1% | +2.9% | -4.1% | -1.7% |
| 30D | -13.4% | +31.4% | -44.8% | -18.3% |
| 3M | -2.3% | +48.9% | -51.2% | -10.4% |
| 6M | +13.3% | +20.9% | -7.6% | +8.5% |
| YTD | -4.2% | -17.2% | +13.0% | -2.7% |
| 1Y | +1.4% | -42.8% | +44.2% | +9.1% |
| All | +1.4% | -43.4% | +44.8% | +9.1% |
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 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