+178.6%
VLO vs ETHA
-30.2%
+208.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +4.0% | -2.4% | +6.4% | +4.1% |
| 30D | +19.0% | +30.9% | -11.9% | +17.0% |
| 3M | +50.0% | +51.1% | -1.2% | +45.8% |
| 6M | +79.1% | +20.5% | +58.6% | +75.9% |
| YTD | +140.3% | -17.3% | +157.5% | +142.4% |
| 1Y | +148.3% | -43.2% | +191.6% | +157.2% |
| All | +178.6% | -30.2% | +208.8% | +158.1% |
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