-64.2%
NVO vs ETHA
-30.2%
-34.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.4% | -2.4% | -4.9% | -7.1% |
| 30D | -5.5% | +30.9% | -36.4% | -8.6% |
| 3M | +4.1% | +51.1% | -47.0% | -1.2% |
| 6M | +19.3% | +20.5% | -1.2% | +16.0% |
| YTD | -9.2% | -17.3% | +8.1% | -9.2% |
| 1Y | -15.0% | -43.2% | +28.2% | -12.7% |
| All | -64.2% | -30.2% | -34.0% | -63.6% |
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