-42.1%
ETHA vs ROIV
+260.3%
-302.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -1.5% |
| 7D | -10.3% | +9.2% | -19.5% | -13.7% |
| 30D | -19.7% | +19.9% | -39.6% | -25.5% |
| 3M | +7.2% | +10.6% | -3.4% | +1.4% |
| 6M | -11.9% | +36.1% | -48.0% | -25.7% |
| YTD | -32.3% | +84.3% | -116.6% | -51.8% |
| 1Y | -41.1% | +87.6% | -128.7% | -58.6% |
| All | -42.1% | +260.3% | -302.4% | -76.5% |
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