-29.3%
ETHA vs VYM
+39.1%
-68.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +1.0% |
| 7D | -2.4% | -1.9% | -0.6% | +1.5% |
| 30D | +30.9% | -2.6% | +33.5% | +38.0% |
| 3M | +51.1% | +3.6% | +47.6% | +39.6% |
| 6M | +20.5% | +8.7% | +11.8% | +0.3% |
| YTD | -17.3% | +14.1% | -31.4% | -37.6% |
| 1Y | -43.2% | +17.8% | -61.1% | -59.6% |
| All | -29.3% | +39.1% | -68.4% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling