-29.2%
ETHA vs OVV
+46.3%
-75.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +2.9% | -3.8% | +6.7% | +4.2% |
| 30D | +31.4% | +1.3% | +30.1% | +30.9% |
| 3M | +48.9% | +14.3% | +34.5% | +41.2% |
| 6M | +20.9% | +21.1% | -0.2% | +10.3% |
| YTD | -17.2% | +66.0% | -83.2% | -34.3% |
| 1Y | -42.8% | +59.3% | -102.1% | -54.1% |
| All | -29.2% | +46.3% | -75.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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