+130.7%
C vs NTAP
+128.6%
+2.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +0.1% | -0.5% | +0.6% | +0.1% |
| 3M | +2.4% | +4.1% | -1.7% | +0.4% |
| 6M | +24.9% | +88.0% | -63.0% | -3.7% |
| YTD | +19.8% | +75.6% | -55.8% | -5.5% |
| 1Y | +44.9% | +58.9% | -14.1% | +18.6% |
| 3Y | +263.0% | +153.6% | +109.4% | +130.1% |
| All | +130.7% | +128.6% | +2.0% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling