+201.4%
B vs NTAP
+650.8%
-449.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | 0.0% |
| 7D | -2.4% | +7.4% | -9.8% | -2.9% |
| 30D | +6.3% | -1.4% | +7.7% | +6.4% |
| 3M | +12.1% | +24.6% | -12.4% | +10.2% |
| 6M | -3.1% | +105.9% | -109.0% | -8.1% |
| YTD | +2.0% | +88.5% | -86.6% | -2.8% |
| 1Y | +51.7% | +62.1% | -10.4% | +45.9% |
| 3Y | +190.5% | +169.1% | +21.5% | +169.6% |
| 5Y | +158.0% | +141.9% | +16.1% | +138.2% |
| All | +201.4% | +650.8% | -449.4% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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