+513.6%
EWT vs NTAP
+650.8%
-137.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | -0.5% |
| 7D | -1.1% | +7.4% | -8.5% | -3.1% |
| 30D | +4.5% | -1.4% | +5.8% | +4.6% |
| 3M | +8.3% | +24.6% | -16.3% | +1.3% |
| 6M | +54.2% | +105.9% | -51.7% | +24.1% |
| YTD | +74.6% | +88.5% | -13.9% | +43.4% |
| 1Y | +84.9% | +62.1% | +22.8% | +58.4% |
| 3Y | +197.5% | +169.1% | +28.5% | +116.7% |
| 5Y | +150.6% | +141.9% | +8.7% | +84.6% |
| All | +513.6% | +650.8% | -137.2% | +240.8% |
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 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