+1,022.8%
NBIS vs ETHA
-6.1%
+1,028.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -3.1% |
| 7D | -0.8% | +3.5% | -4.3% | -2.4% |
| 30D | -13.4% | +35.3% | -48.7% | -26.6% |
| 3M | +1.0% | +50.9% | -49.8% | -19.6% |
| 6M | +100.5% | +22.1% | +78.4% | +77.5% |
| YTD | +168.3% | -14.6% | +182.8% | +179.9% |
| 1Y | +151.8% | -42.8% | +194.6% | +208.7% |
| All | +1,022.8% | -6.1% | +1,028.9% | +933.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling