+68.0%
COST vs NTAP
+144.6%
-76.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -4.4% | -7.5% | +3.1% | -4.1% |
| 3M | -8.1% | +14.6% | -22.7% | -8.8% |
| 6M | -9.2% | +91.0% | -100.3% | -14.9% |
| YTD | +5.1% | +73.7% | -68.6% | -0.5% |
| 1Y | -5.1% | +51.2% | -56.3% | -8.5% |
| All | +68.0% | +144.6% | -76.6% | +53.5% |
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 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