-27.0%
ETHA vs VNQ
+14.2%
-41.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.5% |
| 7D | +3.5% | -1.3% | +4.7% | +4.9% |
| 30D | +35.3% | -2.6% | +37.9% | +39.2% |
| 3M | +50.9% | -2.0% | +52.9% | +53.5% |
| 6M | +22.1% | +4.3% | +17.8% | +14.3% |
| YTD | -14.6% | +9.2% | -23.8% | -24.1% |
| 1Y | -42.8% | +5.6% | -48.4% | -47.0% |
| All | -27.0% | +14.2% | -41.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling