+230.4%
ETHO vs VT
+222.7%
+7.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.2% |
| 7D | -0.9% | -0.1% | -0.7% | -0.7% |
| 30D | -3.3% | -0.7% | -2.7% | -2.6% |
| 3M | +4.4% | +4.0% | +0.4% | +0.1% |
| 6M | +18.5% | +12.3% | +6.3% | +4.7% |
| YTD | +22.0% | +14.0% | +7.9% | +6.0% |
| 1Y | +27.5% | +20.3% | +7.2% | +4.9% |
| 3Y | +57.0% | +75.4% | -18.4% | -12.4% |
| 5Y | +35.4% | +66.0% | -30.6% | -19.6% |
| 10Y | +230.4% | +228.2% | +2.2% | +1.2% |
| All | +230.4% | +222.7% | +7.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling