+47.1%
EQT vs NTAP
+650.8%
-603.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.5% | -10.2% | -4.0% |
| 7D | -2.0% | +7.4% | -9.4% | -4.1% |
| 30D | 0.0% | -1.4% | +1.4% | +0.1% |
| 3M | +5.9% | +24.6% | -18.6% | -1.3% |
| 6M | -14.8% | +105.9% | -120.7% | -33.2% |
| YTD | +1.8% | +88.5% | -86.8% | -18.5% |
| 1Y | +7.4% | +62.1% | -54.7% | -10.0% |
| 3Y | +33.6% | +169.1% | -135.4% | -9.8% |
| 5Y | +199.3% | +141.9% | +57.5% | +105.8% |
| All | +47.1% | +650.8% | -603.7% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling