-28.7%
ETHA vs NXT
+80.8%
-109.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +2.7% | +2.9% | -0.2% | +2.0% |
| 30D | +29.4% | -17.2% | +46.6% | +34.8% |
| 3M | +47.2% | -32.0% | +79.2% | +59.6% |
| 6M | +25.4% | -15.8% | +41.1% | +27.2% |
| YTD | -16.5% | -1.9% | -14.6% | -19.0% |
| 1Y | -42.3% | +22.5% | -64.8% | -46.8% |
| All | -28.7% | +80.8% | -109.4% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NXT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling