+23.5%
NVDA vs ETHA
-42.6%
+66.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.7% |
| 7D | -5.1% | +3.5% | -8.6% | -5.8% |
| 30D | -2.5% | +35.3% | -37.8% | -8.7% |
| 3M | +6.7% | +50.9% | -44.2% | -2.8% |
| 6M | +17.6% | +22.1% | -4.5% | +11.7% |
| YTD | +17.3% | -14.6% | +31.9% | +16.3% |
| 1Y | +23.5% | -42.8% | +66.3% | +27.0% |
| All | +23.5% | -42.6% | +66.1% | +27.0% |
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 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