+226.4%
EWY vs NTAP
+146.1%
+80.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | +6.7% | +2.2% | +4.5% | +6.0% |
| 30D | +17.0% | -7.0% | +24.0% | +19.2% |
| 3M | +3.7% | +12.3% | -8.6% | -0.2% |
| 6M | +42.5% | +85.1% | -42.6% | +18.1% |
| YTD | +96.2% | +74.8% | +21.5% | +64.7% |
| 1Y | +160.4% | +52.7% | +107.7% | +127.5% |
| All | +226.4% | +146.1% | +80.3% | +153.1% |
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 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