+37.1%
VZ vs ETHA
-39.8%
+76.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.7% |
| 7D | +2.2% | -5.3% | +7.5% | +2.1% |
| 30D | +10.6% | -14.2% | +24.8% | +10.1% |
| 3M | -0.6% | +10.7% | -11.3% | -0.2% |
| 6M | +0.7% | -8.4% | +9.1% | +0.7% |
| YTD | +20.6% | -28.6% | +49.2% | +20.2% |
| 1Y | +22.7% | -38.8% | +61.6% | +22.1% |
| All | +37.1% | -39.8% | +76.9% | +40.0% |
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 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