+58.9%
NTAP vs ETHA
-44.4%
+103.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -0.5% | +27.9% | -28.4% | -4.3% |
| 3M | +4.1% | +38.3% | -34.2% | -1.5% |
| 6M | +88.0% | +14.0% | +74.0% | +82.2% |
| YTD | +75.6% | -17.4% | +93.0% | +78.8% |
| 1Y | +58.9% | -42.7% | +101.6% | +74.5% |
| All | +58.9% | -44.4% | +103.3% | +74.5% |
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