+51.8%
VG vs ETHA
-31.0%
+82.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.7% | -13.4% | -7.4% |
| 7D | -16.4% | +2.1% | -18.5% | -16.2% |
| 30D | -10.8% | -10.7% | -0.1% | -11.1% |
| 3M | -6.3% | +29.0% | -35.2% | -5.1% |
| 6M | -12.5% | +2.7% | -15.2% | -10.2% |
| YTD | +76.9% | -18.7% | +95.6% | +90.3% |
| 1Y | +51.8% | -24.8% | +76.6% | +64.4% |
| All | +51.8% | -31.0% | +82.8% | +64.4% |
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