-28.7%
ETHA vs ROIV
+273.7%
-302.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +18.8% | -17.7% | -6.6% |
| 7D | +2.7% | +20.2% | -17.5% | -5.6% |
| 30D | +29.4% | +14.1% | +15.2% | +21.3% |
| 3M | +47.2% | +45.6% | +1.6% | +21.6% |
| 6M | +25.4% | +44.1% | -18.7% | +3.3% |
| YTD | -16.5% | +91.2% | -107.7% | -41.2% |
| 1Y | -42.3% | +221.3% | -263.6% | -70.1% |
| All | -28.7% | +273.7% | -302.4% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling