+28.0%
NBIS vs ETHA
-31.0%
+59.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.7% | -12.4% | -10.0% |
| 7D | -22.4% | +2.1% | -24.5% | -23.4% |
| 30D | -39.1% | -10.7% | -28.5% | -34.9% |
| 3M | -37.3% | +29.0% | -66.3% | -47.0% |
| 6M | -19.8% | +2.7% | -22.5% | -20.8% |
| YTD | +69.1% | -18.7% | +87.7% | +83.4% |
| 1Y | +28.0% | -24.8% | +52.9% | +41.9% |
| All | +28.0% | -31.0% | +59.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling