+590.1%
EWT vs NTAP
+209.5%
+380.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +1.6% | +3.3% | -1.6% | +0.9% |
| 30D | +8.2% | -0.2% | +8.4% | +8.1% |
| 3M | +11.1% | +11.4% | -0.3% | +8.1% |
| 6M | +60.4% | +88.7% | -28.2% | +38.0% |
| YTD | +75.6% | +78.9% | -3.4% | +52.4% |
| 1Y | +91.3% | +58.8% | +32.5% | +70.3% |
| 3Y | +200.3% | +153.5% | +46.7% | +137.8% |
| 5Y | +156.4% | +136.7% | +19.6% | +104.2% |
| 10Y | +495.8% | +590.2% | -94.4% | +260.3% |
| All | +590.1% | +209.5% | +380.7% | +205.8% |
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 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