-38.9%
ETHA vs ROIV
+266.4%
-305.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.6% | -9.1% | -6.3% |
| 7D | -5.3% | +13.3% | -18.6% | -10.1% |
| 30D | -14.2% | +14.8% | -28.9% | -19.1% |
| 3M | +10.7% | +11.9% | -1.2% | +4.2% |
| 6M | -8.4% | +42.4% | -50.8% | -24.4% |
| YTD | -28.6% | +87.4% | -116.0% | -49.5% |
| 1Y | -38.8% | +97.2% | -136.1% | -58.1% |
| All | -38.9% | +266.4% | -305.3% | -75.4% |
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