+81.2%
EWZ vs NTAP
+576.5%
-495.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +4.8% | -0.5% | +5.4% | +4.7% |
| 3M | +9.9% | +4.1% | +5.8% | +7.8% |
| 6M | +1.9% | +88.0% | -86.0% | -18.0% |
| YTD | +20.3% | +75.6% | -55.3% | -1.6% |
| 1Y | +35.6% | +58.9% | -23.3% | +14.2% |
| 3Y | +43.4% | +153.6% | -110.1% | -1.6% |
| 5Y | +55.9% | +127.6% | -71.7% | +8.6% |
| All | +81.2% | +576.5% | -495.3% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling