-28.7%
ETHA vs VCLT
+4.5%
-33.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.2% |
| 30D | +29.4% | -0.6% | +29.9% | +30.4% |
| 3M | +47.2% | -2.2% | +49.4% | +52.0% |
| 6M | +25.4% | -2.9% | +28.3% | +31.0% |
| YTD | -16.5% | -2.1% | -14.5% | -13.9% |
| 1Y | -42.3% | -2.6% | -39.7% | -39.9% |
| All | -28.7% | +4.5% | -33.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling