-29.3%
ETHA vs NTR
+65.8%
-95.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.4% |
| 7D | -2.4% | -2.5% | 0.0% | -2.0% |
| 30D | +30.9% | +17.0% | +13.9% | +27.2% |
| 3M | +51.1% | +22.2% | +29.0% | +45.5% |
| 6M | +20.5% | +5.2% | +15.3% | +18.1% |
| YTD | -17.3% | +29.7% | -46.9% | -23.5% |
| 1Y | -43.2% | +39.4% | -82.6% | -48.6% |
| All | -29.3% | +65.8% | -95.1% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling