+9.4%
VG vs ETHA
-43.0%
+52.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +2.1% |
| 7D | -2.5% | +2.7% | -5.2% | -2.6% |
| 30D | +11.1% | +29.4% | -18.3% | +10.2% |
| 3M | +14.9% | +47.2% | -32.3% | +12.8% |
| 6M | +18.4% | +25.4% | -7.0% | +14.7% |
| YTD | +116.6% | -16.5% | +133.1% | +130.4% |
| 1Y | +9.4% | -42.3% | +51.7% | +37.4% |
| All | +9.4% | -43.0% | +52.4% | +37.4% |
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