+61.2%
VALE vs ETHA
-44.4%
+105.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +5.1% | +27.9% | -22.8% | +0.7% |
| 3M | -0.4% | +38.3% | -38.7% | -6.0% |
| 6M | -2.2% | +14.0% | -16.2% | -5.1% |
| YTD | +20.5% | -17.4% | +38.0% | +20.7% |
| 1Y | +61.2% | -42.7% | +103.8% | +68.3% |
| All | +61.2% | -44.4% | +105.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling