-38.9%
ETHA vs VLTO
+20.7%
-59.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | -5.3% | +2.0% | -7.3% | -6.1% |
| 30D | -14.2% | +21.8% | -36.0% | -21.9% |
| 3M | +10.7% | +20.2% | -9.5% | +1.4% |
| 6M | -8.4% | +36.3% | -44.7% | -22.0% |
| YTD | -28.6% | +18.8% | -47.4% | -33.6% |
| 1Y | -38.8% | +20.4% | -59.2% | -44.4% |
| All | -38.9% | +20.7% | -59.6% | -50.5% |
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