-49.8%
USAR vs ETHA
-31.0%
-18.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.7% | -11.6% | -9.2% |
| 7D | -21.8% | +2.1% | -23.9% | -22.9% |
| 30D | -39.9% | -10.7% | -29.2% | -35.9% |
| 3M | -52.5% | +29.0% | -81.5% | -59.8% |
| 6M | -67.9% | +2.7% | -70.6% | -68.6% |
| YTD | -31.1% | -18.7% | -12.4% | -22.3% |
| 1Y | -49.8% | -24.8% | -25.0% | -40.2% |
| All | -49.8% | -31.0% | -18.8% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling