+209.0%
VRT vs ETHA
-30.3%
+239.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +5.1% |
| 7D | +9.1% | +0.8% | +8.3% | +8.8% |
| 30D | +0.9% | +27.9% | -27.0% | -6.1% |
| 3M | -13.4% | +38.3% | -51.7% | -21.5% |
| 6M | +11.7% | +14.0% | -2.3% | +6.4% |
| YTD | +73.2% | -17.4% | +90.7% | +77.8% |
| 1Y | +123.4% | -42.7% | +166.1% | +149.9% |
| All | +209.0% | -30.3% | +239.4% | +194.6% |
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