+181.2%
VLO vs ETHA
-30.1%
+211.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +6.2% | +2.9% | +3.3% | +6.1% |
| 30D | +23.5% | +31.4% | -7.9% | +21.4% |
| 3M | +53.9% | +48.9% | +5.0% | +49.7% |
| 6M | +81.7% | +20.9% | +60.8% | +78.3% |
| YTD | +142.5% | -17.2% | +159.6% | +144.6% |
| 1Y | +145.4% | -42.8% | +188.2% | +154.0% |
| All | +181.2% | -30.1% | +211.3% | +160.5% |
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 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