+128.5%
EEM vs NTAP
+650.8%
-522.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.3% | -1.0% |
| 7D | -1.3% | +7.4% | -8.6% | -3.1% |
| 30D | +2.1% | -1.4% | +3.4% | +2.2% |
| 3M | +1.0% | +24.6% | -23.5% | -5.1% |
| 6M | +15.9% | +105.9% | -90.0% | -6.1% |
| YTD | +24.6% | +88.5% | -63.9% | +3.0% |
| 1Y | +32.3% | +62.1% | -29.8% | +13.7% |
| 3Y | +85.9% | +169.1% | -83.1% | +34.1% |
| 5Y | +45.4% | +141.9% | -96.5% | +6.2% |
| All | +128.5% | +650.8% | -522.3% | +17.0% |
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