-29.3%
ETHA vs VRSK
-35.9%
+6.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -2.4% | -7.7% | +5.3% | -2.4% |
| 30D | +30.9% | -2.8% | +33.7% | +31.0% |
| 3M | +51.1% | -3.7% | +54.8% | +51.3% |
| 6M | +20.5% | -12.8% | +33.3% | +22.1% |
| YTD | -17.3% | -21.0% | +3.7% | -16.2% |
| 1Y | -43.2% | -32.5% | -10.8% | -41.3% |
| All | -29.3% | -35.9% | +6.7% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling