+8.1%
EWZ vs NTAP
+66.6%
-58.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.6% |
| 7D | -4.1% | -16.1% | +12.0% | -4.0% |
| 30D | -25.0% | -15.9% | -9.0% | -24.8% |
| 3M | -10.6% | -1.2% | -9.4% | -10.7% |
| 6M | -16.6% | +70.1% | -86.7% | -18.7% |
| YTD | +2.5% | +77.9% | -75.5% | -0.7% |
| 1Y | +8.1% | +68.1% | -60.1% | +5.1% |
| All | +8.1% | +66.6% | -58.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling