-27.0%
ETHA vs NUE
+66.6%
-93.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.7% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | +35.3% | -4.6% | +39.9% | +37.2% |
| 3M | +50.9% | -0.3% | +51.2% | +49.3% |
| 6M | +22.1% | +51.9% | -29.8% | -0.8% |
| YTD | -14.6% | +60.0% | -74.6% | -32.6% |
| 1Y | -42.8% | +82.9% | -125.7% | -57.7% |
| All | -27.0% | +66.6% | -93.6% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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