+19.0%
EWZ vs NTAP
+135.3%
-116.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | -15.1% | +13.6% | 0.0% |
| 30D | -24.5% | -28.1% | +3.6% | -22.3% |
| 3M | -10.7% | -11.4% | +0.7% | -10.1% |
| 6M | -19.1% | +52.2% | -71.3% | -24.8% |
| YTD | +1.6% | +60.4% | -58.8% | -6.6% |
| 1Y | +4.3% | +51.0% | -46.7% | -3.3% |
| 3Y | +19.0% | +135.6% | -116.6% | +6.6% |
| All | +19.0% | +135.3% | -116.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling