+68.4%
VST vs ETHA
-44.8%
+113.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | +6.6% | -12.5% | +19.1% | +9.7% |
| 30D | -12.4% | -19.8% | +7.4% | -8.1% |
| 3M | -9.0% | +3.1% | -12.1% | -10.7% |
| 6M | -6.4% | -13.8% | +7.3% | -4.7% |
| YTD | -17.2% | -34.6% | +17.4% | -11.1% |
| 1Y | -22.0% | -38.7% | +16.7% | -15.4% |
| All | +68.4% | -44.8% | +113.3% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling