+122.7%
VRT vs ETHA
-44.8%
+167.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.7% |
| 7D | +10.5% | -12.5% | +23.0% | +14.6% |
| 30D | -9.3% | -19.8% | +10.5% | -3.5% |
| 3M | -29.6% | +3.1% | -32.7% | -30.5% |
| 6M | -45.4% | -13.8% | -31.6% | -43.5% |
| YTD | +24.8% | -34.6% | +59.4% | +36.7% |
| 1Y | +23.6% | -38.7% | +62.3% | +36.9% |
| All | +122.7% | -44.8% | +167.5% | +126.4% |
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