+50.7%
VXUS vs ETHA
-27.9%
+78.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | -1.4% | +3.5% | -4.9% | -1.8% |
| 30D | -0.5% | +35.3% | -35.8% | -3.6% |
| 3M | +2.6% | +50.9% | -48.3% | -1.8% |
| 6M | +10.9% | +22.1% | -11.3% | +8.1% |
| YTD | +16.1% | -14.6% | +30.7% | +16.1% |
| 1Y | +22.3% | -42.8% | +65.1% | +25.8% |
| All | +50.7% | -27.9% | +78.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling