-10.1%
UPS vs ETHA
-30.2%
+20.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | -2.7% | +30.9% | -33.6% | -4.3% |
| 3M | -1.6% | +51.1% | -52.8% | -4.1% |
| 6M | +2.3% | +20.5% | -18.2% | +0.7% |
| YTD | +5.6% | -17.3% | +22.8% | +6.1% |
| 1Y | +27.1% | -43.2% | +70.3% | +31.0% |
| All | -10.1% | -30.2% | +20.1% | -13.4% |
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