+173.3%
VRT vs ETHA
-30.2%
+203.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -7.7% | -2.4% | -5.3% | -7.1% |
| 30D | -12.0% | +30.9% | -42.8% | -18.6% |
| 3M | -11.7% | +51.1% | -62.8% | -21.9% |
| 6M | -8.1% | +20.5% | -28.6% | -13.8% |
| YTD | +53.2% | -17.3% | +70.5% | +57.2% |
| 1Y | +81.7% | -43.2% | +124.9% | +103.8% |
| All | +173.3% | -30.2% | +203.5% | +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 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