-42.8%
ETHA vs NSC
+19.9%
-62.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.2% | +3.2% |
| 7D | +3.5% | -2.8% | +6.2% | +3.4% |
| 30D | +35.3% | -4.5% | +39.8% | +35.3% |
| 3M | +50.9% | +3.5% | +47.3% | +51.0% |
| 6M | +22.1% | +8.5% | +13.6% | +21.4% |
| YTD | -14.6% | +12.3% | -26.9% | -15.3% |
| 1Y | -42.8% | +18.9% | -61.7% | -39.5% |
| All | -42.8% | +19.9% | -62.7% | -39.5% |
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