+160.8%
EXC vs NTAP
+581.2%
-420.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.3% |
| 7D | +0.3% | +2.2% | -1.9% | 0.0% |
| 30D | -0.9% | -7.0% | +6.2% | +0.1% |
| 3M | -2.7% | +12.3% | -15.0% | -4.5% |
| 6M | -9.4% | +85.1% | -94.5% | -18.0% |
| YTD | +3.0% | +74.8% | -71.7% | -6.2% |
| 1Y | +5.1% | +52.7% | -47.5% | -2.4% |
| 3Y | +20.6% | +147.7% | -127.1% | -1.3% |
| 5Y | +45.7% | +124.8% | -79.1% | +19.8% |
| 10Y | +160.8% | +589.7% | -428.9% | +59.0% |
| All | +160.8% | +581.2% | -420.3% | +59.0% |
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 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