-29.3%
ETHA vs VCLT
+3.1%
-32.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -0.6% |
| 30D | +30.9% | -1.1% | +32.0% | +33.0% |
| 3M | +51.1% | -3.7% | +54.8% | +59.5% |
| 6M | +20.5% | -4.0% | +24.5% | +28.1% |
| YTD | -17.3% | -3.4% | -13.9% | -12.9% |
| 1Y | -43.2% | -4.1% | -39.1% | -39.4% |
| All | -29.3% | +3.1% | -32.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling