+216.4%
UMC vs ETHA
-30.1%
+246.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +13.6% | +2.9% | +10.7% | +13.2% |
| 30D | +20.8% | +31.4% | -10.6% | +16.8% |
| 3M | +16.1% | +48.9% | -32.7% | +10.7% |
| 6M | +137.3% | +20.9% | +116.4% | +130.9% |
| YTD | +193.8% | -17.2% | +210.9% | +194.1% |
| 1Y | +236.1% | -42.8% | +278.9% | +247.5% |
| All | +216.4% | -30.1% | +246.5% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling