+120.6%
VLO vs ETHA
-31.0%
+151.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.7% | -11.5% | -5.6% |
| 7D | -6.0% | +2.1% | -8.1% | -5.9% |
| 30D | -12.9% | -10.7% | -2.2% | -12.8% |
| 3M | +18.3% | +29.0% | -10.6% | +18.2% |
| 6M | +46.4% | +2.7% | +43.8% | +47.3% |
| YTD | +127.7% | -18.7% | +146.4% | +132.6% |
| 1Y | +120.6% | -24.8% | +145.5% | +126.5% |
| All | +120.6% | -31.0% | +151.6% | +126.5% |
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