-27.0%
ETHA vs VIK
+134.3%
-161.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.7% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +35.3% | -18.4% | +53.7% | +47.9% |
| 3M | +50.9% | -8.8% | +59.6% | +55.1% |
| 6M | +22.1% | +17.1% | +5.0% | +8.0% |
| YTD | -14.6% | +19.0% | -33.6% | -26.0% |
| 1Y | -42.8% | +30.1% | -72.9% | -53.5% |
| All | -27.0% | +134.3% | -161.2% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling