+141.7%
B vs NTAP
+21,390.6%
-21,248.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +9.6% | -15.1% | +24.6% | +10.1% |
| 30D | +3.5% | -28.1% | +31.6% | +4.5% |
| 3M | -1.6% | -11.4% | +9.9% | -1.3% |
| 6M | -1.7% | +52.2% | -53.9% | -3.1% |
| YTD | -5.3% | +60.4% | -65.7% | -6.9% |
| 1Y | +27.2% | +51.0% | -23.8% | +25.3% |
| 3Y | +166.1% | +135.6% | +30.6% | +158.0% |
| 5Y | +136.5% | +107.5% | +29.0% | +129.6% |
| 10Y | +172.2% | +608.6% | -436.4% | +154.0% |
| All | +141.7% | +21,390.6% | -21,248.8% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling