-42.7%
ETHA vs NSC
+20.4%
-63.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | +0.8% | -5.5% | +6.3% | +0.7% |
| 30D | +27.9% | -3.2% | +31.1% | +27.8% |
| 3M | +38.3% | +7.7% | +30.6% | +38.6% |
| 6M | +14.0% | +4.5% | +9.4% | +13.3% |
| YTD | -17.4% | +15.6% | -33.0% | -18.0% |
| 1Y | -42.7% | +19.8% | -62.5% | -36.7% |
| All | -42.7% | +20.4% | -63.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling