+1,911.5%
EMR vs NTAP
+23,159.9%
-21,248.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.3% | -1.0% |
| 7D | -2.0% | -2.4% | +0.4% | -1.6% |
| 30D | +2.8% | -23.4% | +26.3% | +7.2% |
| 3M | +2.0% | -7.5% | +9.5% | +2.9% |
| 6M | +20.7% | +56.4% | -35.7% | +10.8% |
| YTD | +27.3% | +73.6% | -46.3% | +14.6% |
| 1Y | +31.0% | +68.4% | -37.4% | +18.5% |
| 3Y | +103.6% | +150.6% | -47.0% | +71.3% |
| 5Y | +88.6% | +122.5% | -33.9% | +60.9% |
| 10Y | +280.6% | +589.7% | -309.1% | +171.3% |
| All | +1,911.5% | +23,159.9% | -21,248.4% | +826.6% |
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