-11.7%
NXPI vs ETHA
-30.1%
+18.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.3% | +2.9% | -5.2% | -3.0% |
| 30D | -4.3% | +31.4% | -35.7% | -10.4% |
| 3M | -24.7% | +48.9% | -73.5% | -31.5% |
| 6M | +9.7% | +20.9% | -11.1% | +3.4% |
| YTD | +3.8% | -17.2% | +20.9% | +5.7% |
| 1Y | +1.6% | -42.8% | +44.4% | +12.3% |
| All | -11.7% | -30.1% | +18.4% | -18.0% |
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 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