+68.1%
NTAP vs ETHA
-31.0%
+99.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.4% |
| 7D | -16.1% | +2.1% | -18.2% | -16.3% |
| 30D | -15.9% | -10.7% | -5.3% | -14.8% |
| 3M | -1.2% | +29.0% | -30.2% | -4.8% |
| 6M | +70.1% | +2.7% | +67.4% | +68.2% |
| YTD | +77.9% | -18.7% | +96.6% | +80.9% |
| 1Y | +68.1% | -24.8% | +93.0% | +72.0% |
| All | +68.1% | -31.0% | +99.1% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling