+157.6%
B vs NTAP
+128.6%
+29.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +9.4% | -0.5% | +10.0% | +9.2% |
| 3M | +5.0% | +4.1% | +0.9% | +4.0% |
| 6M | -3.5% | +88.0% | -91.5% | -12.2% |
| YTD | +4.5% | +75.6% | -71.1% | -4.0% |
| 1Y | +67.8% | +58.9% | +8.9% | +56.1% |
| 3Y | +196.7% | +153.6% | +43.1% | +151.4% |
| All | +157.6% | +128.6% | +29.0% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling