-14.4%
NOW vs ETHA
-30.1%
+15.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -4.1% | +2.9% | -7.0% | -4.5% |
| 30D | +2.9% | +31.4% | -28.5% | -1.0% |
| 3M | +22.6% | +48.9% | -26.3% | +15.7% |
| 6M | +7.5% | +20.9% | -13.4% | +4.1% |
| YTD | -14.4% | -17.2% | +2.8% | -13.9% |
| 1Y | -29.8% | -42.8% | +13.0% | -26.5% |
| All | -14.4% | -30.1% | +15.8% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling