+50.8%
USAR vs ETHA
-30.2%
+81.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -9.3% | -2.4% | -6.9% | -8.9% |
| 30D | -15.2% | +30.9% | -46.1% | -20.1% |
| 3M | -21.1% | +51.1% | -72.2% | -27.9% |
| 6M | -21.6% | +20.5% | -42.1% | -24.6% |
| YTD | +34.8% | -17.3% | +52.0% | +35.5% |
| 1Y | +15.6% | -43.2% | +58.9% | +17.4% |
| All | +50.8% | -30.2% | +81.0% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling