+6,438.2%
EW vs NTAP
+144.0%
+6,294.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | +1.0% | -0.5% | +1.6% | +1.0% |
| 3M | +2.8% | +4.1% | -1.3% | +2.0% |
| 6M | +5.5% | +88.0% | -82.5% | -3.0% |
| YTD | +5.5% | +75.6% | -70.1% | -2.4% |
| 1Y | +11.0% | +58.9% | -47.9% | +3.9% |
| 3Y | +17.7% | +153.6% | -135.9% | +2.8% |
| 5Y | -25.7% | +127.6% | -153.4% | -34.6% |
| 10Y | +132.8% | +580.4% | -447.6% | +79.7% |
| All | +6,438.2% | +144.0% | +6,294.2% | +4,207.1% |
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 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