+5.3%
NXPI vs ETHA
-44.8%
+50.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.1% |
| 7D | +6.8% | -12.5% | +19.3% | +9.9% |
| 30D | +20.0% | -19.8% | +39.8% | +26.0% |
| 3M | +14.8% | +3.1% | +11.7% | +13.2% |
| 6M | -10.5% | -13.8% | +3.3% | -8.6% |
| YTD | +23.7% | -34.6% | +58.3% | +32.5% |
| 1Y | +34.1% | -38.7% | +72.8% | +45.0% |
| All | +5.3% | -44.8% | +50.1% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling