-29.2%
ETHA vs VIVK
-100.0%
+70.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.8% |
| 7D | +2.9% | -7.9% | +10.8% | +2.9% |
| 30D | +31.4% | -42.0% | +73.4% | +31.3% |
| 3M | +48.9% | -92.5% | +141.4% | +49.5% |
| 6M | +20.9% | -98.0% | +118.9% | +22.0% |
| YTD | -17.2% | -97.9% | +80.7% | -16.8% |
| 1Y | -42.8% | -100.0% | +57.2% | -42.4% |
| All | -29.2% | -100.0% | +70.8% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling