-29.3%
ETHA vs NVS
+35.9%
-65.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | -15.7% | +13.3% | -2.9% |
| 30D | +30.9% | -11.1% | +42.0% | +30.4% |
| 3M | +51.1% | -7.2% | +58.3% | +50.5% |
| 6M | +20.5% | -12.3% | +32.9% | +19.6% |
| YTD | -17.3% | +2.8% | -20.0% | -16.4% |
| 1Y | -43.2% | +11.9% | -55.2% | -41.9% |
| All | -29.3% | +35.9% | -65.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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