+21.8%
NOC vs ETHA
-30.2%
+52.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.8% | -2.4% | +0.7% | -1.8% |
| 30D | -9.4% | +30.9% | -40.3% | -9.1% |
| 3M | -3.8% | +51.1% | -55.0% | -3.4% |
| 6M | -28.8% | +20.5% | -49.3% | -28.6% |
| YTD | -7.9% | -17.3% | +9.4% | -7.9% |
| 1Y | -9.0% | -43.2% | +34.2% | -10.0% |
| All | +21.8% | -30.2% | +52.0% | +22.1% |
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