-29.4%
ETHA vs VFC
-13.1%
-16.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | +27.9% | -11.6% | +39.5% | +32.6% |
| 3M | +38.3% | -18.1% | +56.4% | +45.1% |
| 6M | +14.0% | -27.4% | +41.3% | +23.6% |
| YTD | -17.4% | -24.8% | +7.4% | -11.9% |
| 1Y | -42.7% | -8.2% | -34.5% | -43.6% |
| All | -29.4% | -13.1% | -16.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling