-29.3%
ETHA vs VMC
-2.0%
-27.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.4% | -3.7% | +1.3% | -0.3% |
| 30D | +30.9% | -12.8% | +43.6% | +41.5% |
| 3M | +51.1% | -7.9% | +59.1% | +56.6% |
| 6M | +20.5% | -7.5% | +28.0% | +23.1% |
| YTD | -17.3% | -11.6% | -5.6% | -15.1% |
| 1Y | -43.2% | -14.3% | -29.0% | -40.5% |
| All | -29.3% | -2.0% | -27.3% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling