+1,740.0%
EMR vs NTAP
+23,420.6%
-21,680.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | -0.8% | -0.8% | -1.4% |
| 30D | -5.6% | -0.5% | -5.1% | -5.6% |
| 3M | +7.9% | +4.1% | +3.9% | +6.9% |
| 6M | +6.0% | +88.0% | -81.9% | -5.4% |
| YTD | +16.4% | +75.6% | -59.1% | +5.0% |
| 1Y | +16.6% | +58.9% | -42.3% | +6.9% |
| 3Y | +62.9% | +153.6% | -90.7% | +37.2% |
| 5Y | +60.1% | +127.6% | -67.6% | +36.5% |
| 10Y | +268.7% | +580.4% | -311.6% | +164.1% |
| All | +1,740.0% | +23,420.6% | -21,680.6% | +748.8% |
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