+7.1%
USAR vs ETHA
-42.6%
+49.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -4.8% |
| 7D | -11.6% | +3.5% | -15.1% | -13.4% |
| 30D | -15.5% | +35.3% | -50.8% | -30.0% |
| 3M | -31.0% | +50.9% | -81.9% | -46.8% |
| 6M | -26.2% | +22.1% | -48.3% | -34.8% |
| YTD | +30.8% | -14.6% | +45.3% | +41.3% |
| 1Y | +7.1% | -42.8% | +49.9% | +38.0% |
| All | +7.1% | -42.6% | +49.7% | +38.0% |
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 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