+124.5%
UAL vs ETHA
-29.6%
+154.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | +3.4% | +2.7% | +0.8% | +2.6% |
| 30D | -16.5% | +29.4% | -45.8% | -22.4% |
| 3M | +2.8% | +47.2% | -44.4% | -8.3% |
| 6M | +17.6% | +25.4% | -7.8% | +9.0% |
| YTD | -3.2% | -16.5% | +13.3% | -1.3% |
| 1Y | +0.4% | -42.3% | +42.8% | +12.3% |
| All | +124.5% | -29.6% | +154.1% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling