-27.0%
ETHA vs VTR
+77.4%
-104.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.4% |
| 30D | +35.3% | +1.1% | +34.2% | +35.4% |
| 3M | +50.9% | +7.9% | +43.0% | +51.6% |
| 6M | +22.1% | +6.2% | +16.0% | +23.5% |
| YTD | -14.6% | +17.7% | -32.3% | -13.4% |
| 1Y | -42.8% | +32.9% | -75.7% | -42.6% |
| All | -27.0% | +77.4% | -104.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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