-27.0%
ETHA vs VSXY
+319.6%
-346.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.8% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +35.3% | -18.7% | +54.0% | +39.3% |
| 3M | +50.9% | -4.0% | +54.8% | +50.7% |
| 6M | +22.1% | +67.5% | -45.4% | +6.3% |
| YTD | -14.6% | +39.7% | -54.2% | -23.2% |
| 1Y | -42.8% | +180.0% | -222.8% | -58.5% |
| All | -27.0% | +319.6% | -346.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling