-29.3%
ETHA vs VICR
+382.1%
-411.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +30.9% | -15.6% | +46.5% | +34.0% |
| 3M | +51.1% | -35.4% | +86.5% | +59.8% |
| 6M | +20.5% | +1.3% | +19.2% | +9.7% |
| YTD | -17.3% | +62.5% | -79.7% | -34.3% |
| 1Y | -43.2% | +255.5% | -298.7% | -64.4% |
| All | -29.3% | +382.1% | -411.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling