+5.2%
VUG vs ETHA
-31.0%
+36.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.7% |
| 7D | -3.0% | +2.1% | -5.1% | -3.3% |
| 30D | -6.4% | -10.7% | +4.3% | -5.0% |
| 3M | -3.2% | +29.0% | -32.2% | -6.9% |
| 6M | +3.1% | +2.7% | +0.4% | +1.8% |
| YTD | +6.3% | -18.7% | +24.9% | +5.7% |
| 1Y | +5.2% | -24.8% | +30.0% | +5.0% |
| All | +5.2% | -31.0% | +36.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling