+12.8%
VG vs ETHA
-44.4%
+57.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | +16.0% | +27.9% | -11.9% | +15.1% |
| 3M | +9.7% | +38.3% | -28.6% | +8.3% |
| 6M | +29.6% | +14.0% | +15.6% | +28.3% |
| YTD | +112.0% | -17.4% | +129.5% | +125.6% |
| 1Y | +12.8% | -42.7% | +55.5% | +42.2% |
| All | +12.8% | -44.4% | +57.2% | +42.2% |
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