-29.3%
ETHA vs NSC
+49.0%
-78.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | -1.4% | -1.0% | -1.7% |
| 30D | +30.9% | -3.4% | +34.3% | +33.3% |
| 3M | +51.1% | +5.1% | +46.1% | +46.3% |
| 6M | +20.5% | +9.2% | +11.3% | +12.8% |
| YTD | -17.3% | +13.4% | -30.7% | -25.0% |
| 1Y | -43.2% | +20.8% | -64.0% | -51.1% |
| All | -29.3% | +49.0% | -78.3% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling