+115.0%
UMC vs ETHA
-31.0%
+146.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.9% |
| 7D | -14.7% | +2.1% | -16.8% | -14.9% |
| 30D | -32.9% | -10.7% | -22.2% | -31.8% |
| 3M | -22.2% | +29.0% | -51.1% | -25.0% |
| 6M | +25.9% | +2.7% | +23.2% | +23.5% |
| YTD | +107.9% | -18.7% | +126.6% | +102.8% |
| 1Y | +115.0% | -24.8% | +139.9% | +111.8% |
| All | +115.0% | -31.0% | +146.0% | +111.8% |
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