+8,819.7%
ETN vs NTAP
+23,168.4%
-14,348.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.4% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | -10.9% | -7.5% | -3.4% | -9.7% |
| 3M | +9.2% | +14.6% | -5.4% | +6.6% |
| 6M | +13.9% | +91.0% | -77.1% | +1.2% |
| YTD | +29.5% | +73.7% | -44.2% | +16.7% |
| 1Y | +14.2% | +51.2% | -37.0% | +5.3% |
| 3Y | +79.9% | +146.1% | -66.3% | +52.5% |
| 5Y | +175.7% | +122.8% | +52.8% | +136.6% |
| 10Y | +693.2% | +585.5% | +107.8% | +465.2% |
| All | +8,819.7% | +23,168.4% | -14,348.7% | +3,986.7% |
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