-27.0%
ETHA vs VEEV
+40.4%
-67.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +3.5% | -4.6% | +8.1% | +5.2% |
| 30D | +35.3% | +8.6% | +26.7% | +30.7% |
| 3M | +50.9% | +62.4% | -11.6% | +24.0% |
| 6M | +22.1% | +40.3% | -18.1% | +6.4% |
| YTD | -14.6% | +17.5% | -32.1% | -19.8% |
| 1Y | -42.8% | -6.1% | -36.7% | -39.9% |
| All | -27.0% | +40.4% | -67.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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