+21.7%
NOC vs ETHA
-29.6%
+51.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | -2.7% | +2.7% | -5.4% | -2.7% |
| 30D | -8.9% | +29.4% | -38.2% | -8.5% |
| 3M | -3.7% | +47.2% | -50.8% | -3.2% |
| 6M | -30.8% | +25.4% | -56.2% | -30.6% |
| YTD | -7.9% | -16.5% | +8.6% | -7.9% |
| 1Y | -9.4% | -42.3% | +32.9% | -10.4% |
| All | +21.7% | -29.6% | +51.3% | +22.0% |
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 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