+52.3%
NVDL vs ETHA
-30.2%
+82.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | -8.7% | -2.4% | -6.3% | -7.7% |
| 30D | -1.3% | +30.9% | -32.2% | -14.0% |
| 3M | +11.4% | +51.1% | -39.8% | -10.0% |
| 6M | +22.9% | +20.5% | +2.4% | +10.8% |
| YTD | +15.4% | -17.3% | +32.7% | +21.7% |
| 1Y | +18.8% | -43.2% | +62.0% | +45.5% |
| All | +52.3% | -30.2% | +82.5% | +55.6% |
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