+189.6%
VRT vs ETHA
-30.1%
+219.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.4% |
| 7D | +2.4% | +2.9% | -0.5% | +1.6% |
| 30D | -2.7% | +31.4% | -34.1% | -10.1% |
| 3M | -9.2% | +48.9% | -58.1% | -19.3% |
| 6M | -0.5% | +20.9% | -21.4% | -6.8% |
| YTD | +62.3% | -17.2% | +79.5% | +66.5% |
| 1Y | +109.6% | -42.8% | +152.4% | +134.6% |
| All | +189.6% | -30.1% | +219.7% | +175.9% |
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