-27.0%
ETHA vs VMC
-1.2%
-25.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.7% |
| 7D | +3.5% | -3.8% | +7.2% | +5.8% |
| 30D | +35.3% | -9.7% | +45.0% | +43.3% |
| 3M | +50.9% | -9.6% | +60.5% | +58.4% |
| 6M | +22.1% | -4.8% | +26.9% | +22.4% |
| YTD | -14.6% | -10.9% | -3.7% | -12.7% |
| 1Y | -42.8% | -15.6% | -27.2% | -38.9% |
| All | -27.0% | -1.2% | -25.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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