-27.0%
ETHA vs VICR
+435.9%
-462.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.2% | -7.9% | +1.0% |
| 7D | +3.5% | +5.0% | -1.5% | +2.3% |
| 30D | +35.3% | -12.5% | +47.8% | +37.7% |
| 3M | +50.9% | -33.6% | +84.5% | +59.2% |
| 6M | +22.1% | +10.7% | +11.4% | +9.2% |
| YTD | -14.6% | +80.6% | -95.2% | -33.6% |
| 1Y | -42.8% | +288.4% | -331.2% | -64.7% |
| All | -27.0% | +435.9% | -462.9% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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