+76.1%
VALE vs ETHA
-29.6%
+105.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +2.9% | +2.7% | +0.2% | +2.5% |
| 30D | +8.8% | +29.4% | -20.6% | +5.2% |
| 3M | +6.8% | +47.2% | -40.4% | +1.6% |
| 6M | +6.9% | +25.4% | -18.5% | +3.5% |
| YTD | +22.8% | -16.5% | +39.4% | +23.2% |
| 1Y | +61.3% | -42.3% | +103.6% | +66.4% |
| All | +76.1% | -29.6% | +105.7% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling