+393.0%
EFA vs NTAP
+1,759.1%
-1,366.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -1.0% |
| 7D | +1.2% | +3.3% | -2.1% | +0.4% |
| 30D | -0.7% | -0.2% | -0.5% | -0.8% |
| 3M | +6.4% | +11.4% | -5.0% | +3.3% |
| 6M | +11.4% | +88.7% | -77.3% | -5.2% |
| YTD | +14.0% | +78.9% | -64.9% | -2.1% |
| 1Y | +20.2% | +58.8% | -38.6% | +5.9% |
| 3Y | +68.2% | +153.5% | -85.3% | +29.7% |
| 5Y | +54.8% | +136.7% | -81.9% | +19.9% |
| 10Y | +142.4% | +590.2% | -447.8% | +39.3% |
| All | +393.0% | +1,759.1% | -1,366.1% | +103.9% |
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