-29.3%
ETHA vs VSXY
+307.0%
-336.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +30.9% | -22.1% | +52.9% | +35.7% |
| 3M | +51.1% | -1.1% | +52.3% | +50.2% |
| 6M | +20.5% | +53.8% | -33.3% | +6.8% |
| YTD | -17.3% | +35.5% | -52.7% | -25.3% |
| 1Y | -43.2% | +186.0% | -229.3% | -59.3% |
| All | -29.3% | +307.0% | -336.3% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling