+177.3%
NEM vs ETHA
-30.2%
+207.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.3% | -2.4% | -0.9% | -3.0% |
| 30D | +7.8% | +30.9% | -23.0% | +4.6% |
| 3M | +36.3% | +51.1% | -14.9% | +30.2% |
| 6M | +6.6% | +20.5% | -14.0% | +3.9% |
| YTD | +27.1% | -17.3% | +44.4% | +25.9% |
| 1Y | +62.3% | -43.2% | +105.6% | +62.5% |
| All | +177.3% | -30.2% | +207.5% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling