+182.2%
VLO vs ETHA
-27.9%
+210.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.1% |
| 7D | +5.3% | +3.5% | +1.9% | +5.1% |
| 30D | +18.2% | +35.3% | -17.1% | +16.0% |
| 3M | +53.3% | +50.9% | +2.5% | +49.2% |
| 6M | +70.4% | +22.1% | +48.3% | +67.3% |
| YTD | +143.4% | -14.6% | +158.0% | +145.1% |
| 1Y | +153.0% | -42.8% | +195.8% | +162.1% |
| All | +182.2% | -27.9% | +210.2% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling