+854.3%
EEM vs NTAP
+1,914.2%
-1,059.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +4.5% | -0.5% | +5.1% | +4.4% |
| 3M | -0.1% | +4.1% | -4.1% | -2.1% |
| 6M | +16.9% | +88.0% | -71.0% | -8.9% |
| YTD | +26.2% | +75.6% | -49.3% | +0.3% |
| 1Y | +40.5% | +58.9% | -18.4% | +15.4% |
| 3Y | +86.2% | +153.6% | -67.4% | +23.5% |
| 5Y | +45.5% | +127.6% | -82.2% | -1.8% |
| 10Y | +128.6% | +580.4% | -451.7% | -9.8% |
| All | +854.3% | +1,914.2% | -1,059.9% | +120.9% |
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