+99.4%
DE vs NTAP
+122.8%
-23.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | +9.7% | -7.5% | +17.2% | +11.6% |
| 3M | +21.4% | +14.6% | +6.7% | +16.6% |
| 6M | +15.0% | +91.0% | -76.0% | -6.1% |
| YTD | +46.4% | +73.7% | -27.3% | +22.7% |
| 1Y | +45.6% | +51.2% | -5.6% | +27.0% |
| 3Y | +76.8% | +146.1% | -69.4% | +22.4% |
| 5Y | +99.4% | +122.8% | -23.4% | +38.3% |
| All | +99.4% | +122.8% | -23.4% | +38.3% |
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