+21.1%
NVDL vs ETHA
+23.9%
-2.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.8% |
| 7D | -10.3% | +3.5% | -13.8% | -11.9% |
| 30D | -7.1% | +35.3% | -42.4% | -21.6% |
| 3M | +6.6% | +50.9% | -44.3% | -16.5% |
| 6M | +21.1% | +22.1% | -1.1% | +7.7% |
| All | +21.1% | +23.9% | -2.8% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling