+606.1%
COST vs NTAP
+650.8%
-44.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.3% | -1.2% |
| 7D | -1.2% | +7.4% | -8.6% | -2.5% |
| 30D | -4.7% | -1.4% | -3.3% | -4.6% |
| 3M | -7.1% | +24.6% | -31.7% | -11.1% |
| 6M | -8.5% | +105.9% | -114.4% | -21.8% |
| YTD | +5.4% | +88.5% | -83.1% | -8.6% |
| 1Y | -5.6% | +62.1% | -67.7% | -15.6% |
| 3Y | +68.5% | +169.1% | -100.6% | +30.8% |
| 5Y | +105.2% | +141.9% | -36.6% | +60.6% |
| All | +606.1% | +650.8% | -44.7% | +332.7% |
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