-27.0%
ETHA vs VTRS
+55.1%
-82.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | +3.5% | -2.2% | +5.6% | +4.4% |
| 30D | +35.3% | +3.3% | +32.0% | +33.3% |
| 3M | +50.9% | +2.0% | +48.9% | +48.7% |
| 6M | +22.1% | +19.9% | +2.2% | +10.5% |
| YTD | -14.6% | +35.7% | -50.3% | -28.1% |
| 1Y | -42.8% | +68.1% | -110.9% | -57.4% |
| All | -27.0% | +55.1% | -82.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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