+244.5%
NET vs ETHA
-30.3%
+274.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.4% |
| 7D | -7.0% | +0.8% | -7.8% | -7.1% |
| 30D | -4.8% | +27.9% | -32.7% | -10.2% |
| 3M | +3.8% | +38.3% | -34.5% | -4.2% |
| 6M | +50.0% | +14.0% | +36.1% | +43.1% |
| YTD | +41.5% | -17.4% | +58.9% | +44.1% |
| 1Y | +32.8% | -42.7% | +75.5% | +45.7% |
| All | +244.5% | -30.3% | +274.8% | +212.4% |
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