+200.0%
NOK vs ETHA
-30.1%
+230.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +9.3% | +2.9% | +6.4% | +9.1% |
| 30D | +17.9% | +31.4% | -13.5% | +15.1% |
| 3M | -22.3% | +48.9% | -71.2% | -24.9% |
| 6M | +36.4% | +20.9% | +15.5% | +33.5% |
| YTD | +66.3% | -17.2% | +83.5% | +65.7% |
| 1Y | +134.4% | -42.8% | +177.2% | +136.5% |
| All | +200.0% | -30.1% | +230.1% | +185.7% |
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