-27.0%
ETHA vs VO
+33.5%
-60.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +1.6% |
| 7D | +3.5% | -1.5% | +5.0% | +6.9% |
| 30D | +35.3% | -3.0% | +38.4% | +44.3% |
| 3M | +50.9% | +2.8% | +48.0% | +41.6% |
| 6M | +22.1% | +10.9% | +11.2% | -2.9% |
| YTD | -14.6% | +12.5% | -27.0% | -33.2% |
| 1Y | -42.8% | +12.0% | -54.8% | -54.2% |
| All | -27.0% | +33.5% | -60.5% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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