-9.9%
NXPI vs ETHA
-30.3%
+20.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | -1.4% | +27.9% | -29.3% | -7.1% |
| 3M | -29.1% | +38.3% | -67.4% | -34.5% |
| 6M | +6.2% | +14.0% | -7.8% | +1.4% |
| YTD | +5.9% | -17.4% | +23.3% | +7.9% |
| 1Y | +2.9% | -42.7% | +45.5% | +13.6% |
| All | -9.9% | -30.3% | +20.4% | -16.3% |
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