-27.0%
ETHA vs NVT
+114.1%
-141.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +0.7% |
| 7D | +3.5% | +4.1% | -0.6% | +1.2% |
| 30D | +35.3% | -5.1% | +40.4% | +38.1% |
| 3M | +50.9% | -1.2% | +52.0% | +47.6% |
| 6M | +22.1% | +46.6% | -24.5% | -8.8% |
| YTD | -14.6% | +60.0% | -74.6% | -39.8% |
| 1Y | -42.8% | +70.8% | -113.6% | -61.0% |
| All | -27.0% | +114.1% | -141.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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