-18.6%
NRG vs ETHA
-44.4%
+25.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +6.9% |
| 7D | +7.1% | +0.8% | +6.3% | +6.8% |
| 30D | -1.4% | +27.9% | -29.3% | -6.7% |
| 3M | -10.5% | +38.3% | -48.8% | -17.0% |
| 6M | -26.7% | +14.0% | -40.7% | -29.2% |
| YTD | -24.5% | -17.4% | -7.1% | -22.5% |
| 1Y | -18.6% | -42.7% | +24.1% | -11.1% |
| All | -18.6% | -44.4% | +25.8% | -11.1% |
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 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