-28.7%
ETHA vs VIG
+31.7%
-60.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +2.8% |
| 7D | +2.7% | -0.4% | +3.1% | +3.6% |
| 30D | +29.4% | -2.1% | +31.5% | +35.2% |
| 3M | +47.2% | +3.3% | +43.8% | +36.3% |
| 6M | +25.4% | +9.3% | +16.1% | +2.9% |
| YTD | -16.5% | +10.1% | -26.7% | -32.2% |
| 1Y | -42.3% | +14.7% | -57.0% | -56.6% |
| All | -28.7% | +31.7% | -60.4% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling