+47.8%
VZ vs ETHA
-29.6%
+77.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.6% |
| 7D | +0.2% | +2.7% | -2.5% | +0.3% |
| 30D | +7.1% | +29.4% | -22.3% | +8.1% |
| 3M | +12.8% | +47.2% | -34.3% | +14.4% |
| 6M | +1.8% | +25.4% | -23.6% | +2.8% |
| YTD | +30.0% | -16.5% | +46.5% | +30.2% |
| 1Y | +24.3% | -42.3% | +66.6% | +23.9% |
| All | +47.8% | -29.6% | +77.4% | +51.6% |
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