+51.2%
USB vs ETHA
-30.3%
+81.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -1.3% | +27.9% | -29.2% | -4.4% |
| 3M | +15.2% | +38.3% | -23.1% | +10.2% |
| 6M | +18.8% | +14.0% | +4.9% | +16.1% |
| YTD | +21.0% | -17.4% | +38.4% | +22.4% |
| 1Y | +34.0% | -42.7% | +76.7% | +41.8% |
| All | +51.2% | -30.3% | +81.6% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling