+42.1%
VUG vs ETHA
-30.3%
+72.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | -0.3% | +27.9% | -28.2% | -4.2% |
| 3M | -0.7% | +38.3% | -39.0% | -6.0% |
| 6M | +14.6% | +14.0% | +0.7% | +11.4% |
| YTD | +9.0% | -17.4% | +26.5% | +10.2% |
| 1Y | +14.9% | -42.7% | +57.5% | +21.6% |
| All | +42.1% | -30.3% | +72.5% | +36.2% |
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 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