+52.7%
EFA vs NTAP
+140.4%
-87.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.6% | -0.8% |
| 7D | -1.5% | +7.4% | -8.9% | -3.0% |
| 30D | -1.7% | -1.4% | -0.3% | -1.5% |
| 3M | +3.5% | +24.6% | -21.1% | -1.7% |
| 6M | +9.5% | +105.9% | -96.4% | -8.8% |
| YTD | +12.9% | +88.5% | -75.7% | -4.2% |
| 1Y | +18.2% | +62.1% | -43.9% | +4.1% |
| 3Y | +64.8% | +169.1% | -104.2% | +19.7% |
| All | +52.7% | +140.4% | -87.7% | +10.0% |
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 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