-29.3%
ETHA vs NUE
+64.1%
-93.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | +30.9% | -6.1% | +37.0% | +33.5% |
| 3M | +51.1% | +2.2% | +48.9% | +47.6% |
| 6M | +20.5% | +50.8% | -30.3% | -2.0% |
| YTD | -17.3% | +57.5% | -74.8% | -34.3% |
| 1Y | -43.2% | +82.5% | -125.7% | -58.1% |
| All | -29.3% | +64.1% | -93.3% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling