+192.2%
EWT vs NTAP
+144.6%
+47.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +4.8% | -7.5% | +12.3% | +6.9% |
| 3M | +11.1% | +14.6% | -3.5% | +6.4% |
| 6M | +54.6% | +91.0% | -36.4% | +25.5% |
| YTD | +71.4% | +73.7% | -2.2% | +42.8% |
| 1Y | +82.1% | +51.2% | +30.9% | +58.3% |
| All | +192.2% | +144.6% | +47.6% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling