+208.1%
C vs NTAP
+135.3%
+72.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -15.1% | +12.7% | +1.2% |
| 30D | -6.0% | -28.1% | +22.1% | +1.1% |
| 3M | -10.5% | -11.4% | +0.9% | -8.7% |
| 6M | -5.7% | +52.2% | -57.9% | -18.8% |
| YTD | +4.1% | +60.4% | -56.3% | -12.3% |
| 1Y | +20.5% | +51.0% | -30.5% | +3.4% |
| 3Y | +208.1% | +135.6% | +72.6% | +136.7% |
| All | +208.1% | +135.3% | +72.8% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling