-29.2%
ETHA vs VMC
-2.3%
-26.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | +1.2% |
| 7D | +2.9% | -5.3% | +8.3% | +6.2% |
| 30D | +31.4% | -12.3% | +43.7% | +41.6% |
| 3M | +48.9% | -10.3% | +59.1% | +56.9% |
| 6M | +20.9% | -8.6% | +29.4% | +24.4% |
| YTD | -17.2% | -11.9% | -5.3% | -14.8% |
| 1Y | -42.8% | -13.9% | -28.9% | -40.3% |
| All | -29.2% | -2.3% | -26.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling