+174.6%
VLO vs ETHA
-44.8%
+219.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +9.6% | -12.5% | +22.2% | +10.3% |
| 30D | -17.4% | -19.8% | +2.4% | -16.5% |
| 3M | +10.8% | +3.1% | +7.6% | +10.0% |
| 6M | +56.9% | -13.8% | +70.7% | +57.5% |
| YTD | +136.8% | -34.6% | +171.4% | +141.4% |
| 1Y | +120.7% | -38.7% | +159.4% | +125.8% |
| All | +174.6% | -44.8% | +219.4% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling