-29.3%
ETHA vs RVMD
+324.7%
-354.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -2.4% | -3.6% | +1.1% | -1.7% |
| 30D | +30.9% | -1.1% | +32.0% | +31.0% |
| 3M | +51.1% | +41.0% | +10.1% | +40.6% |
| 6M | +20.5% | +105.7% | -85.2% | +2.7% |
| YTD | -17.3% | +155.3% | -172.6% | -35.2% |
| 1Y | -43.2% | +402.7% | -446.0% | -66.2% |
| All | -29.3% | +324.7% | -354.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling