-42.8%
ETHA vs VMC
-14.0%
-28.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.0% |
| 7D | +3.5% | -3.8% | +7.2% | +4.4% |
| 30D | +35.3% | -9.7% | +45.0% | +38.5% |
| 3M | +50.9% | -9.6% | +60.5% | +54.0% |
| 6M | +22.1% | -4.8% | +26.9% | +21.8% |
| YTD | -14.6% | -10.9% | -3.7% | -15.8% |
| 1Y | -42.8% | -15.6% | -27.2% | -41.6% |
| All | -42.8% | -14.0% | -28.8% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling