+286.5%
C vs NTAP
+583.2%
-296.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | +3.2% | +3.3% | -0.1% | +1.8% |
| 30D | +1.3% | -0.2% | +1.5% | +1.2% |
| 3M | +3.1% | +11.4% | -8.3% | -2.4% |
| 6M | +29.6% | +88.7% | -59.1% | -5.2% |
| YTD | +19.0% | +78.9% | -60.0% | -11.4% |
| 1Y | +45.6% | +58.8% | -13.2% | +14.2% |
| 3Y | +269.3% | +153.5% | +115.7% | +121.0% |
| 5Y | +131.6% | +136.7% | -5.2% | +39.9% |
| 10Y | +286.5% | +590.2% | -303.7% | +37.9% |
| All | +286.5% | +583.2% | -296.6% | +37.9% |
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 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