+1,244.2%
EWY vs NTAP
+330.7%
+913.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.1% |
| 7D | +8.0% | +3.3% | +4.8% | +7.2% |
| 30D | +14.3% | -0.2% | +14.5% | +14.2% |
| 3M | +2.3% | +11.4% | -9.1% | -0.5% |
| 6M | +49.9% | +88.7% | -38.8% | +27.5% |
| YTD | +95.3% | +78.9% | +16.4% | +67.6% |
| 1Y | +161.7% | +58.8% | +102.9% | +130.8% |
| 3Y | +230.2% | +153.5% | +76.6% | +155.9% |
| 5Y | +148.1% | +136.7% | +11.4% | +93.6% |
| 10Y | +293.2% | +590.2% | -297.0% | +128.8% |
| All | +1,244.2% | +330.7% | +913.5% | +481.9% |
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