-10.5%
NXPI vs ETHA
-30.2%
+19.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.2% |
| 30D | -4.2% | +30.9% | -35.1% | -10.2% |
| 3M | -20.4% | +51.1% | -71.6% | -27.9% |
| 6M | +12.5% | +20.5% | -8.0% | +6.1% |
| YTD | +5.2% | -17.3% | +22.5% | +7.2% |
| 1Y | +5.1% | -43.2% | +48.4% | +16.4% |
| All | -10.5% | -30.2% | +19.7% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling