+48.4%
NTAP vs ETHA
-30.1%
+78.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +2.2% | +2.9% | -0.7% | +1.7% |
| 30D | -7.0% | +31.4% | -38.4% | -11.4% |
| 3M | +12.3% | +48.9% | -36.6% | +4.5% |
| 6M | +85.1% | +20.9% | +64.2% | +77.3% |
| YTD | +74.8% | -17.2% | +91.9% | +77.2% |
| 1Y | +52.7% | -42.8% | +95.5% | +63.7% |
| All | +48.4% | -30.1% | +78.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling