+43.6%
DE vs NTAP
+63.1%
-19.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.9% | -0.7% |
| 7D | -2.6% | +7.4% | -9.9% | -2.9% |
| 30D | +9.0% | -1.4% | +10.4% | +9.2% |
| 3M | +19.1% | +24.6% | -5.4% | +17.4% |
| 6M | +14.4% | +105.9% | -91.5% | +4.5% |
| YTD | +45.9% | +88.5% | -42.6% | +35.0% |
| 1Y | +43.6% | +62.1% | -18.5% | +34.5% |
| All | +43.6% | +63.1% | -19.5% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling