+91.8%
VST vs ETHA
-29.6%
+121.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +9.9% | +2.7% | +7.2% | +9.1% |
| 30D | +7.9% | +29.4% | -21.5% | +1.1% |
| 3M | +3.4% | +47.2% | -43.7% | -6.4% |
| 6M | -4.1% | +25.4% | -29.5% | -10.5% |
| YTD | -5.7% | -16.5% | +10.8% | -3.7% |
| 1Y | -18.9% | -42.3% | +23.5% | -10.6% |
| All | +91.8% | -29.6% | +121.4% | +82.6% |
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 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