-29.2%
ETHA vs VTR
+76.2%
-105.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.8% |
| 7D | +2.9% | -2.9% | +5.8% | +2.8% |
| 30D | +31.4% | -2.8% | +34.2% | +31.3% |
| 3M | +48.9% | +9.0% | +39.9% | +49.6% |
| 6M | +20.9% | +5.0% | +15.9% | +22.2% |
| YTD | -17.2% | +16.9% | -34.1% | -16.1% |
| 1Y | -42.8% | +34.3% | -77.1% | -42.7% |
| All | -29.2% | +76.2% | -105.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling