-42.1%
ETHA vs TAP
-17.7%
-24.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -10.3% | -6.3% | -4.0% | -10.3% |
| 30D | -19.7% | +2.7% | -22.4% | -19.5% |
| 3M | +7.2% | -3.7% | +10.9% | +7.5% |
| 6M | -11.9% | -2.0% | -9.9% | -11.7% |
| YTD | -32.3% | -12.3% | -20.0% | -32.6% |
| 1Y | -41.1% | -10.1% | -31.1% | -42.0% |
| All | -42.1% | -17.7% | -24.4% | -46.9% |
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