-27.0%
ETHA vs VYM
+40.0%
-67.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +1.8% |
| 7D | +3.5% | -0.8% | +4.3% | +5.2% |
| 30D | +35.3% | -2.2% | +37.6% | +41.7% |
| 3M | +50.9% | +3.1% | +47.8% | +40.9% |
| 6M | +22.1% | +9.7% | +12.4% | -0.4% |
| YTD | -14.6% | +14.9% | -29.5% | -36.4% |
| 1Y | -42.8% | +17.6% | -60.4% | -59.1% |
| All | -27.0% | +40.0% | -67.0% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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