+151.9%
B vs NTAP
+22,264.4%
-22,112.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +4.1% |
| 7D | +11.3% | -5.0% | +16.3% | +11.5% |
| 30D | +2.9% | -25.8% | +28.7% | +3.8% |
| 3M | -2.9% | -6.9% | +4.0% | -2.8% |
| 6M | -1.2% | +50.0% | -51.2% | -2.6% |
| YTD | -1.3% | +66.9% | -68.3% | -3.1% |
| 1Y | +30.4% | +58.3% | -27.8% | +28.2% |
| 3Y | +195.3% | +145.1% | +50.1% | +186.0% |
| 5Y | +146.2% | +114.2% | +32.0% | +138.8% |
| 10Y | +200.5% | +576.6% | -376.1% | +180.7% |
| All | +151.9% | +22,264.4% | -22,112.5% | +101.9% |
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