-27.0%
ETHA vs VIG
+31.3%
-58.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +1.7% |
| 7D | +3.5% | -1.1% | +4.5% | +5.9% |
| 30D | +35.3% | -2.7% | +38.1% | +43.5% |
| 3M | +50.9% | +2.5% | +48.3% | +42.2% |
| 6M | +22.1% | +9.2% | +12.9% | +0.3% |
| YTD | -14.6% | +9.8% | -24.4% | -30.2% |
| 1Y | -42.8% | +12.4% | -55.2% | -55.0% |
| All | -27.0% | +31.3% | -58.3% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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