+1,909.8%
EMR vs NTAP
+23,535.9%
-21,626.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +2.7% | +9.9% | -7.2% | +1.1% |
| 30D | +2.1% | -22.1% | +24.2% | +6.2% |
| 3M | +2.3% | -7.7% | +9.9% | +3.2% |
| 6M | +22.5% | +60.9% | -38.4% | +12.0% |
| YTD | +27.2% | +76.4% | -49.2% | +14.2% |
| 1Y | +28.0% | +69.3% | -41.3% | +15.7% |
| 3Y | +103.4% | +154.6% | -51.2% | +70.7% |
| 5Y | +88.2% | +131.4% | -43.3% | +59.6% |
| 10Y | +280.3% | +600.9% | -320.6% | +170.4% |
| All | +1,909.8% | +23,535.9% | -21,626.1% | +823.4% |
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