+8.8%
VCIT vs ETHA
-42.9%
+51.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -1.4% | -10.3% | +8.9% | -1.3% |
| 30D | +0.8% | -19.7% | +20.5% | +1.1% |
| 3M | -1.7% | +7.2% | -8.9% | -1.9% |
| 6M | -2.1% | -11.9% | +9.9% | -2.0% |
| YTD | -2.0% | -32.3% | +30.3% | -1.7% |
| 1Y | -1.5% | -41.1% | +39.7% | -1.0% |
| All | +8.8% | -42.9% | +51.8% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling