+190.4%
ETN vs NTAP
+140.4%
+50.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.6% | +0.6% |
| 7D | +3.5% | +7.4% | -3.8% | +0.6% |
| 30D | -7.5% | -1.4% | -6.1% | -7.1% |
| 3M | +8.3% | +24.6% | -16.2% | -1.3% |
| 6M | +20.2% | +105.9% | -85.7% | -14.0% |
| YTD | +34.7% | +88.5% | -53.9% | -0.4% |
| 1Y | +19.4% | +62.1% | -42.6% | -5.2% |
| 3Y | +85.5% | +169.1% | -83.5% | +13.9% |
| All | +190.4% | +140.4% | +50.0% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling