-44.6%
VG vs ETHA
-43.1%
-1.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | +14.0% | -12.5% | +26.5% | +16.1% |
| 30D | -1.0% | -19.8% | +18.8% | +2.1% |
| 3M | -2.7% | +3.1% | -5.8% | -4.1% |
| 6M | +1.5% | -13.8% | +15.3% | +2.8% |
| YTD | +93.7% | -34.6% | +128.3% | +106.5% |
| 1Y | +68.5% | -38.7% | +107.3% | +82.0% |
| All | -44.6% | -43.1% | -1.5% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling