+67.4%
VGT vs ETHA
-30.1%
+97.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | +2.9% | -1.5% | +0.9% |
| 30D | +0.5% | +31.4% | -30.9% | -4.8% |
| 3M | +5.3% | +48.9% | -43.6% | -2.9% |
| 6M | +32.4% | +20.9% | +11.6% | +26.6% |
| YTD | +28.6% | -17.2% | +45.8% | +30.2% |
| 1Y | +37.6% | -42.8% | +80.4% | +47.4% |
| All | +67.4% | -30.1% | +97.6% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling