-38.9%
ETHA vs VT
+40.8%
-79.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -10.2% |
| 7D | -5.3% | +0.4% | -5.6% | -6.3% |
| 30D | -14.2% | -2.6% | -11.6% | -9.0% |
| 3M | +10.7% | -3.2% | +13.9% | +19.2% |
| 6M | -8.4% | +0.9% | -9.3% | -10.1% |
| YTD | -28.6% | +11.3% | -39.9% | -43.4% |
| 1Y | -38.8% | +14.0% | -52.8% | -53.9% |
| All | -38.9% | +40.8% | -79.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling