+60.1%
NTAP vs ETHA
-27.9%
+88.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.2% | +5.3% | +8.0% |
| 7D | +7.4% | +3.5% | +3.9% | +6.8% |
| 30D | -1.4% | +35.3% | -36.7% | -6.4% |
| 3M | +24.6% | +50.9% | -26.3% | +15.7% |
| 6M | +105.9% | +22.1% | +83.8% | +96.9% |
| YTD | +88.5% | -14.6% | +103.1% | +90.3% |
| 1Y | +62.1% | -42.8% | +104.9% | +73.9% |
| All | +60.1% | -27.9% | +88.1% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling