+413.2%
VIAV vs ETHA
-27.9%
+441.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.1% |
| 7D | +11.2% | +3.5% | +7.7% | +10.6% |
| 30D | -10.1% | +35.3% | -45.4% | -14.7% |
| 3M | -22.9% | +50.9% | -73.7% | -28.2% |
| 6M | +28.8% | +22.1% | +6.7% | +23.7% |
| YTD | +117.5% | -14.6% | +132.0% | +116.5% |
| 1Y | +216.1% | -42.8% | +258.9% | +230.8% |
| All | +413.2% | -27.9% | +441.2% | +386.0% |
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