-28.7%
ETHA vs VLTO
-2.5%
-26.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +2.7% | -1.6% | +4.3% | +3.5% |
| 30D | +29.4% | -2.9% | +32.2% | +31.3% |
| 3M | +47.2% | +12.7% | +34.5% | +37.3% |
| 6M | +25.4% | +1.6% | +23.8% | +24.9% |
| YTD | -16.5% | -4.0% | -12.6% | -14.0% |
| 1Y | -42.3% | -10.2% | -32.2% | -37.0% |
| All | -28.7% | -2.5% | -26.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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