+3.7%
VALE vs ETHA
-31.0%
+34.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.1% |
| 7D | -0.3% | +2.1% | -2.5% | -0.8% |
| 30D | -19.2% | -10.7% | -8.5% | -17.6% |
| 3M | -20.7% | +29.0% | -49.7% | -24.6% |
| 6M | -25.8% | +2.7% | -28.5% | -26.9% |
| YTD | -9.8% | -18.7% | +8.9% | -9.6% |
| 1Y | +3.7% | -24.8% | +28.5% | +4.4% |
| All | +3.7% | -31.0% | +34.7% | +4.4% |
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