+54.2%
EWZ vs NTAP
+124.7%
-70.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +0.8% | +7.2% | -6.4% | -0.3% |
| 30D | -24.4% | -18.4% | -6.0% | -22.4% |
| 3M | -4.6% | -11.3% | +6.7% | -3.6% |
| 6M | -11.6% | +53.8% | -65.3% | -19.6% |
| YTD | +2.4% | +72.0% | -69.6% | -9.5% |
| 1Y | +2.1% | +68.0% | -65.9% | -9.4% |
| 3Y | +18.7% | +149.5% | -130.8% | -6.6% |
| All | +54.2% | +124.7% | -70.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling