+46.8%
USB vs ETHA
-39.8%
+86.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.0% |
| 7D | +0.8% | -5.3% | +6.0% | +1.3% |
| 30D | +6.8% | -14.2% | +20.9% | +8.6% |
| 3M | -3.8% | +10.7% | -14.5% | -5.4% |
| 6M | +11.7% | -8.4% | +20.1% | +12.2% |
| YTD | +17.5% | -28.6% | +46.1% | +20.6% |
| 1Y | +33.8% | -38.8% | +72.6% | +39.9% |
| All | +46.8% | -39.8% | +86.6% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling