+220.1%
C vs NTAP
+608.6%
-388.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +0.8% |
| 7D | -0.9% | -5.0% | +4.0% | +1.0% |
| 30D | -5.4% | -25.8% | +20.4% | +5.8% |
| 3M | -9.2% | -6.9% | -2.3% | -8.0% |
| 6M | -1.8% | +50.0% | -51.8% | -21.4% |
| YTD | +6.7% | +66.9% | -60.3% | -19.4% |
| 1Y | +23.5% | +58.3% | -34.7% | -4.6% |
| 3Y | +219.8% | +145.1% | +74.7% | +90.6% |
| 5Y | +112.4% | +114.2% | -1.8% | +32.2% |
| 10Y | +220.1% | +576.6% | -356.5% | +20.7% |
| All | +220.1% | +608.6% | -388.5% | +20.7% |
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