+17,005.0%
COST vs NTAP
+23,869.3%
-6,864.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -3.2% | +3.3% | -6.4% | -3.6% |
| 30D | -4.0% | -0.2% | -3.8% | -4.0% |
| 3M | -6.5% | +11.4% | -17.9% | -8.1% |
| 6M | -8.5% | +88.7% | -97.2% | -17.0% |
| YTD | +6.0% | +78.9% | -72.9% | -3.4% |
| 1Y | -5.8% | +58.8% | -64.6% | -12.8% |
| 3Y | +71.8% | +153.5% | -81.7% | +47.0% |
| 5Y | +106.2% | +136.7% | -30.5% | +77.2% |
| 10Y | +602.0% | +590.2% | +11.9% | +407.7% |
| All | +17,005.0% | +23,869.3% | -6,864.3% | +6,340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling