-40.9%
ETHA vs OVV
+40.7%
-81.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.8% |
| 7D | -10.2% | -7.3% | -2.9% | -8.5% |
| 30D | -17.0% | -3.6% | -13.4% | -16.6% |
| 3M | +9.6% | -2.6% | +12.2% | +9.4% |
| 6M | -11.3% | +7.6% | -18.9% | -15.1% |
| YTD | -30.9% | +59.6% | -90.5% | -45.1% |
| 1Y | -42.6% | +62.2% | -104.8% | -54.8% |
| All | -40.9% | +40.7% | -81.6% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling