-7.5%
NOC vs ETHA
-31.0%
+23.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.3% | -4.6% |
| 7D | -5.0% | +2.1% | -7.1% | -5.0% |
| 30D | +10.3% | -10.7% | +21.0% | +10.7% |
| 3M | -4.3% | +29.0% | -33.3% | -5.1% |
| 6M | -6.5% | +2.7% | -9.2% | -6.5% |
| YTD | -6.7% | -18.7% | +11.9% | -3.4% |
| 1Y | -7.5% | -24.8% | +17.4% | -4.3% |
| All | -7.5% | -31.0% | +23.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling