-29.3%
ETHA vs RVTY
+8.3%
-37.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | -2.4% | -7.4% | +5.0% | +0.9% |
| 30D | +30.9% | +4.5% | +26.4% | +28.4% |
| 3M | +51.1% | +19.5% | +31.7% | +38.4% |
| 6M | +20.5% | +34.1% | -13.6% | +3.5% |
| YTD | -17.3% | +25.3% | -42.5% | -26.3% |
| 1Y | -43.2% | +47.0% | -90.2% | -52.7% |
| All | -29.3% | +8.3% | -37.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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