-27.0%
ETHA vs VFC
-14.3%
-12.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.1% | +1.9% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | +35.3% | -9.0% | +44.3% | +39.0% |
| 3M | +50.9% | -24.2% | +75.0% | +62.3% |
| 6M | +22.1% | -18.5% | +40.6% | +27.5% |
| YTD | -14.6% | -25.9% | +11.3% | -8.5% |
| 1Y | -42.8% | -13.0% | -29.8% | -42.7% |
| All | -27.0% | -14.3% | -12.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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