+27.1%
UNP vs ETHA
-30.3%
+57.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -5.3% | +0.8% | -6.2% | -5.4% |
| 30D | -1.5% | +27.9% | -29.4% | -2.6% |
| 3M | +10.3% | +38.3% | -28.1% | +8.6% |
| 6M | +9.7% | +14.0% | -4.3% | +8.8% |
| YTD | +27.1% | -17.4% | +44.5% | +28.2% |
| 1Y | +32.6% | -42.7% | +75.2% | +36.6% |
| All | +27.1% | -30.3% | +57.4% | +24.1% |
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