-29.3%
ETHA vs TAP
-20.0%
-9.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.4% | -5.3% | +2.8% | -2.3% |
| 30D | +30.9% | -7.4% | +38.3% | +31.0% |
| 3M | +51.1% | -4.9% | +56.1% | +51.2% |
| 6M | +20.5% | -14.2% | +34.7% | +21.6% |
| YTD | -17.3% | -14.8% | -2.4% | -17.7% |
| 1Y | -43.2% | -18.1% | -25.1% | -43.3% |
| All | -29.3% | -20.0% | -9.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling