+45.7%
USB vs ETHA
-42.9%
+88.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | 0.0% |
| 7D | +1.2% | -10.3% | +11.5% | +2.5% |
| 30D | +6.3% | -19.7% | +25.9% | +8.9% |
| 3M | -6.1% | +7.2% | -13.3% | -7.4% |
| 6M | +13.0% | -11.9% | +24.9% | +14.0% |
| YTD | +16.6% | -32.3% | +48.9% | +20.4% |
| 1Y | +31.1% | -41.1% | +72.3% | +37.7% |
| All | +45.7% | -42.9% | +88.6% | +41.1% |
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