-29.2%
ETHA vs NSC
+49.0%
-78.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +2.9% | -2.0% | +5.0% | +4.0% |
| 30D | +31.4% | -3.2% | +34.6% | +33.7% |
| 3M | +48.9% | +3.9% | +45.0% | +45.0% |
| 6M | +20.9% | +7.8% | +13.1% | +14.1% |
| YTD | -17.2% | +13.4% | -30.6% | -25.0% |
| 1Y | -42.8% | +20.3% | -63.1% | -50.6% |
| All | -29.2% | +49.0% | -78.2% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling