-27.0%
ETHA vs VRSK
-35.8%
+8.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +3.5% | -5.2% | +8.6% | +3.5% |
| 30D | +35.3% | -2.3% | +37.6% | +35.4% |
| 3M | +50.9% | -2.9% | +53.8% | +51.0% |
| 6M | +22.1% | -12.8% | +34.9% | +23.7% |
| YTD | -14.6% | -20.8% | +6.2% | -13.5% |
| 1Y | -42.8% | -33.2% | -9.6% | -40.7% |
| All | -27.0% | -35.8% | +8.8% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling