+87.7%
EEM vs NTAP
+146.1%
-58.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +2.0% | +2.2% | -0.2% | +1.6% |
| 30D | +5.1% | -7.0% | +12.1% | +6.4% |
| 3M | +4.6% | +12.3% | -7.7% | +2.0% |
| 6M | +17.8% | +85.1% | -67.4% | +3.2% |
| YTD | +25.8% | +74.8% | -48.9% | +11.3% |
| 1Y | +36.4% | +52.7% | -16.3% | +24.1% |
| All | +87.7% | +146.1% | -58.5% | +55.6% |
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