-67.9%
USAR vs ETHA
-14.7%
-53.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +2.9% |
| 7D | -0.8% | -12.5% | +11.7% | +6.2% |
| 30D | -20.9% | -19.8% | -1.1% | -11.0% |
| 3M | -56.2% | +3.1% | -59.3% | -57.2% |
| 6M | -67.9% | -13.8% | -54.1% | -59.0% |
| All | -67.9% | -14.7% | -53.2% | -59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling