+52.0%
NTAP vs ETHA
-29.6%
+81.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +3.3% | +2.7% | +0.6% | +2.8% |
| 30D | -0.2% | +29.4% | -29.6% | -4.6% |
| 3M | +11.4% | +47.2% | -35.8% | +3.8% |
| 6M | +88.7% | +25.4% | +63.3% | +79.5% |
| YTD | +78.9% | -16.5% | +95.5% | +81.2% |
| 1Y | +58.8% | -42.3% | +101.1% | +70.1% |
| All | +52.0% | -29.6% | +81.6% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling