+118.0%
NOK vs ETHA
-44.4%
+162.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.0% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +4.7% | +27.9% | -23.2% | +1.5% |
| 3M | -39.7% | +38.3% | -78.0% | -41.9% |
| 6M | +23.1% | +14.0% | +9.1% | +19.8% |
| YTD | +55.0% | -17.4% | +72.5% | +52.1% |
| 1Y | +118.0% | -42.7% | +160.7% | +105.8% |
| All | +118.0% | -44.4% | +162.4% | +105.8% |
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