-27.0%
ETHA vs RVMD
+325.6%
-352.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +3.5% | -3.0% | +6.4% | +4.1% |
| 30D | +35.3% | -0.7% | +36.0% | +35.4% |
| 3M | +50.9% | +36.5% | +14.3% | +41.2% |
| 6M | +22.1% | +104.6% | -82.5% | +4.3% |
| YTD | -14.6% | +155.8% | -170.4% | -33.2% |
| 1Y | -42.8% | +340.7% | -383.5% | -63.9% |
| All | -27.0% | +325.6% | -352.6% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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