+25.4%
UNP vs ETHA
-30.2%
+55.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -2.4% | +1.3% | -1.1% |
| 30D | -2.0% | +30.9% | -32.9% | -3.1% |
| 3M | +7.5% | +51.1% | -43.6% | +5.6% |
| 6M | +15.3% | +20.5% | -5.2% | +14.2% |
| YTD | +25.4% | -17.3% | +42.7% | +26.5% |
| 1Y | +35.6% | -43.2% | +78.8% | +39.8% |
| All | +25.4% | -30.2% | +55.6% | +22.5% |
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