+66.0%
USAR vs ETHA
-29.6%
+95.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.3% | +2.7% | -0.4% | +1.7% |
| 30D | -8.6% | +29.4% | -38.0% | -13.7% |
| 3M | -20.5% | +47.2% | -67.7% | -26.9% |
| 6M | +1.2% | +25.4% | -24.2% | -3.4% |
| YTD | +48.4% | -16.5% | +64.9% | +48.9% |
| 1Y | +30.6% | -42.3% | +73.0% | +32.4% |
| All | +66.0% | -29.6% | +95.6% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling