+142.7%
EWY vs NTAP
+122.8%
+20.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +9.3% | -7.5% | +16.8% | +11.9% |
| 3M | +2.4% | +14.6% | -12.2% | -2.5% |
| 6M | +40.3% | +91.0% | -50.7% | +11.8% |
| YTD | +88.0% | +73.7% | +14.3% | +53.9% |
| 1Y | +143.8% | +51.2% | +92.6% | +109.0% |
| 3Y | +217.8% | +146.1% | +71.6% | +121.3% |
| 5Y | +142.7% | +122.8% | +19.9% | +67.8% |
| All | +142.7% | +122.8% | +20.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling