+46.1%
VT vs ETHA
-30.3%
+76.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +1.0% | +27.9% | -26.9% | -1.9% |
| 3M | +2.4% | +38.3% | -35.9% | -1.7% |
| 6M | +12.0% | +14.0% | -2.0% | +9.6% |
| YTD | +15.3% | -17.4% | +32.8% | +16.1% |
| 1Y | +22.6% | -42.7% | +65.2% | +27.5% |
| All | +46.1% | -30.3% | +76.4% | +41.3% |
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