-27.0%
ETHA vs NTR
+65.2%
-92.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +3.5% | -1.3% | +4.7% | +3.7% |
| 30D | +35.3% | +16.8% | +18.5% | +31.6% |
| 3M | +50.9% | +20.7% | +30.1% | +45.6% |
| 6M | +22.1% | +0.5% | +21.6% | +21.1% |
| YTD | -14.6% | +29.2% | -43.8% | -21.0% |
| 1Y | -42.8% | +39.6% | -82.4% | -48.2% |
| All | -27.0% | +65.2% | -92.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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