+168.0%
VLO vs ETHA
-30.3%
+198.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +22.6% | +27.9% | -5.3% | +20.7% |
| 3M | +43.8% | +38.3% | +5.5% | +40.6% |
| 6M | +65.7% | +14.0% | +51.8% | +63.5% |
| YTD | +131.1% | -17.4% | +148.5% | +133.2% |
| 1Y | +143.6% | -42.7% | +186.3% | +152.1% |
| All | +168.0% | -30.3% | +198.3% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling