-42.1%
ETHA vs VLTO
+20.1%
-62.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.8% |
| 7D | -10.3% | +0.8% | -11.1% | -10.6% |
| 30D | -19.7% | +18.7% | -38.3% | -26.0% |
| 3M | +7.2% | +21.7% | -14.5% | -2.4% |
| 6M | -11.9% | +35.8% | -47.8% | -24.9% |
| YTD | -32.3% | +18.3% | -50.6% | -37.0% |
| 1Y | -41.1% | +20.9% | -62.0% | -46.9% |
| All | -42.1% | +20.1% | -62.2% | -52.9% |
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