+263.6%
EMR vs NTAP
+591.7%
-328.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.2% | -1.0% | -0.3% | -0.9% |
| 30D | -9.4% | -7.5% | -1.9% | -6.9% |
| 3M | +8.6% | +14.6% | -6.0% | +2.4% |
| 6M | +6.7% | +91.0% | -84.3% | -19.7% |
| YTD | +13.1% | +73.7% | -60.6% | -11.8% |
| 1Y | +12.7% | +51.2% | -38.5% | -7.1% |
| 3Y | +58.1% | +146.1% | -88.1% | +2.8% |
| 5Y | +63.6% | +122.8% | -59.2% | +8.5% |
| All | +263.6% | +591.7% | -328.1% | +53.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling