-27.0%
ETHA vs NTRA
+209.4%
-236.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.9% |
| 7D | +3.5% | +0.2% | +3.2% | +3.4% |
| 30D | +35.3% | +4.1% | +31.2% | +33.5% |
| 3M | +50.9% | +50.0% | +0.8% | +28.5% |
| 6M | +22.1% | +67.3% | -45.2% | -2.3% |
| YTD | -14.6% | +43.6% | -58.2% | -27.4% |
| 1Y | -42.8% | +89.2% | -132.0% | -56.6% |
| All | -27.0% | +209.4% | -236.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 5y: compounded portfolio wealth divided by compounded NTRA 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…
5y analysis · Full analysis span regression · 6 months rolling