-29.3%
ETHA vs NTRA
+206.8%
-236.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | +30.9% | +4.3% | +26.6% | +29.1% |
| 3M | +51.1% | +50.6% | +0.5% | +28.5% |
| 6M | +20.5% | +63.9% | -43.4% | -2.8% |
| YTD | -17.3% | +42.4% | -59.6% | -29.4% |
| 1Y | -43.2% | +92.1% | -135.3% | -57.2% |
| All | -29.3% | +206.8% | -236.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling