+40.1%
VUG vs ETHA
-30.2%
+70.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.5% |
| 30D | -1.6% | +30.9% | -32.4% | -5.8% |
| 3M | +4.4% | +51.1% | -46.8% | -2.5% |
| 6M | +13.2% | +20.5% | -7.3% | +9.1% |
| YTD | +7.5% | -17.3% | +24.7% | +8.6% |
| 1Y | +12.5% | -43.2% | +55.7% | +19.3% |
| All | +40.1% | -30.2% | +70.3% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling