+303.5%
EWY vs NTAP
+650.8%
-347.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.5% | -5.3% | +0.5% |
| 7D | -0.1% | +7.4% | -7.5% | -2.4% |
| 30D | +7.3% | -1.4% | +8.7% | +7.5% |
| 3M | -5.1% | +24.6% | -29.7% | -11.9% |
| 6M | +42.1% | +105.9% | -63.8% | +11.2% |
| YTD | +94.1% | +88.5% | +5.6% | +55.4% |
| 1Y | +147.8% | +62.1% | +85.7% | +108.1% |
| 3Y | +222.9% | +169.1% | +53.9% | +123.4% |
| 5Y | +150.6% | +141.9% | +8.8% | +76.1% |
| All | +303.5% | +650.8% | -347.3% | +102.6% |
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