-29.2%
ETHA vs ROIV
+276.7%
-305.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +2.9% | +22.3% | -19.4% | -6.1% |
| 30D | +31.4% | +16.9% | +14.5% | +21.9% |
| 3M | +48.9% | +43.9% | +5.0% | +23.8% |
| 6M | +20.9% | +41.6% | -20.7% | +0.6% |
| YTD | -17.2% | +92.7% | -109.8% | -41.9% |
| 1Y | -42.8% | +210.2% | -252.9% | -69.6% |
| All | -29.2% | +276.7% | -305.9% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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