-24.8%
ETHA vs VRSK
-8.8%
-16.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.8% |
| 7D | +2.1% | +4.2% | -2.1% | +2.6% |
| 30D | -10.7% | +21.2% | -31.9% | -9.3% |
| 3M | +29.0% | +2.9% | +26.1% | +29.4% |
| 6M | +2.7% | +11.3% | -8.6% | +5.4% |
| YTD | -18.7% | -10.8% | -7.8% | -23.0% |
| 1Y | -24.8% | -9.2% | -15.7% | -25.7% |
| All | -24.8% | -8.8% | -16.1% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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