+215.7%
UMC vs ETHA
-27.9%
+243.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +2.0% |
| 7D | +9.0% | +3.5% | +5.5% | +8.6% |
| 30D | +17.2% | +35.3% | -18.1% | +13.0% |
| 3M | +11.4% | +50.9% | -39.5% | +6.0% |
| 6M | +137.5% | +22.1% | +115.4% | +130.8% |
| YTD | +193.1% | -14.6% | +207.7% | +192.5% |
| 1Y | +240.3% | -42.8% | +283.1% | +251.8% |
| All | +215.7% | -27.9% | +243.6% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling