+182.9%
NEM vs ETHA
-30.1%
+213.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +3.1% | +2.9% | +0.1% | +2.7% |
| 30D | +10.0% | +31.4% | -21.4% | +6.6% |
| 3M | +30.9% | +48.9% | -18.0% | +25.3% |
| 6M | +10.5% | +20.9% | -10.4% | +7.7% |
| YTD | +29.7% | -17.2% | +46.9% | +28.5% |
| 1Y | +71.1% | -42.8% | +113.9% | +71.2% |
| All | +182.9% | -30.1% | +213.0% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling