+178.7%
NEM vs ETHA
-27.9%
+206.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | -1.0% | +3.5% | -4.5% | -1.4% |
| 30D | +7.8% | +35.3% | -27.5% | +4.1% |
| 3M | +30.2% | +50.9% | -20.7% | +24.3% |
| 6M | +9.6% | +22.1% | -12.5% | +6.6% |
| YTD | +27.8% | -14.6% | +42.4% | +26.1% |
| 1Y | +60.7% | -42.8% | +103.5% | +60.4% |
| All | +178.7% | -27.9% | +206.7% | +183.0% |
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