+52.5%
VEA vs ETHA
-27.9%
+80.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.7% |
| 7D | -1.5% | +3.5% | -4.9% | -1.8% |
| 30D | -0.8% | +35.3% | -36.1% | -3.9% |
| 3M | +2.5% | +50.9% | -48.4% | -1.9% |
| 6M | +11.1% | +22.1% | -11.0% | +8.4% |
| YTD | +17.2% | -14.6% | +31.8% | +17.1% |
| 1Y | +24.5% | -42.8% | +67.3% | +28.0% |
| All | +52.5% | -27.9% | +80.4% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling