-27.0%
ETHA vs VIVK
-100.0%
+73.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.4% | +10.6% | +3.2% |
| 7D | +3.5% | -4.4% | +7.8% | +3.5% |
| 30D | +35.3% | -40.8% | +76.1% | +35.2% |
| 3M | +50.9% | -94.1% | +145.0% | +51.7% |
| 6M | +22.1% | -98.2% | +120.3% | +23.3% |
| YTD | -14.6% | -98.0% | +83.4% | -14.2% |
| 1Y | -42.8% | -100.0% | +57.2% | -42.3% |
| All | -27.0% | -100.0% | +73.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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