-28.7%
ETHA vs VIK
+142.7%
-171.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | -0.2% |
| 7D | +2.7% | +3.6% | -0.9% | +1.0% |
| 30D | +29.4% | -16.7% | +46.1% | +40.2% |
| 3M | +47.2% | -1.1% | +48.2% | +45.3% |
| 6M | +25.4% | +27.8% | -2.4% | +5.9% |
| YTD | -16.5% | +23.3% | -39.9% | -28.9% |
| 1Y | -42.3% | +38.2% | -80.5% | -54.6% |
| All | -28.7% | +142.7% | -171.4% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling