+41.0%
VT vs ETHA
-42.9%
+83.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | +2.9% | -10.3% | +13.2% | +4.1% |
| 30D | -2.5% | -19.7% | +17.1% | -0.1% |
| 3M | -3.3% | +7.2% | -10.5% | -4.3% |
| 6M | +1.5% | -11.9% | +13.5% | +2.3% |
| YTD | +11.4% | -32.3% | +43.7% | +14.5% |
| 1Y | +11.9% | -41.1% | +53.0% | +16.5% |
| All | +41.0% | -42.9% | +83.9% | +39.4% |
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