+40.6%
VT vs ETHA
-44.8%
+85.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +2.4% | -12.5% | +14.9% | +3.9% |
| 30D | -1.5% | -19.8% | +18.3% | +0.9% |
| 3M | -4.1% | +3.1% | -7.2% | -4.7% |
| 6M | +0.6% | -13.8% | +14.3% | +1.6% |
| YTD | +11.0% | -34.6% | +45.6% | +14.6% |
| 1Y | +13.3% | -38.7% | +52.1% | +17.5% |
| All | +40.6% | -44.8% | +85.4% | +39.5% |
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