+16.4%
B vs NTAP
+56.4%
-39.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +7.1% | -7.8% | +14.9% | +7.6% |
| 30D | -3.3% | -25.8% | +22.5% | -1.1% |
| 3M | -2.5% | -11.2% | +8.7% | -1.7% |
| 6M | -7.2% | +49.9% | -57.2% | -11.2% |
| YTD | -7.4% | +66.9% | -74.2% | -12.1% |
| 1Y | +16.4% | +58.8% | -42.4% | +12.0% |
| All | +16.4% | +56.4% | -39.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling