+46.9%
USB vs ETHA
-44.8%
+91.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.2% |
| 7D | +2.6% | -12.5% | +15.1% | +4.1% |
| 30D | +8.4% | -19.8% | +28.2% | +11.1% |
| 3M | -5.5% | +3.1% | -8.7% | -6.4% |
| 6M | +17.7% | -13.8% | +31.5% | +19.0% |
| YTD | +17.6% | -34.6% | +52.1% | +21.9% |
| 1Y | +33.9% | -38.7% | +72.6% | +39.6% |
| All | +46.9% | -44.8% | +91.7% | +42.9% |
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 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