+910.6%
EWY vs NTAP
+314.0%
+596.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | +4.2% | +7.2% | -3.0% | +2.5% |
| 30D | -10.7% | -18.4% | +7.7% | -6.0% |
| 3M | -20.1% | -11.3% | -8.7% | -17.7% |
| 6M | -24.3% | +53.8% | -78.1% | -32.3% |
| YTD | +46.9% | +72.0% | -25.1% | +27.4% |
| 1Y | +55.2% | +68.0% | -12.8% | +35.3% |
| 3Y | +157.0% | +149.5% | +7.5% | +100.3% |
| 5Y | +98.9% | +125.6% | -26.7% | +57.3% |
| 10Y | +226.3% | +583.1% | -356.8% | +90.9% |
| All | +910.6% | +314.0% | +596.6% | +342.3% |
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