+43.8%
EXC vs NTAP
+106.9%
-63.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -1.2% | -15.1% | +13.9% | -1.1% |
| 30D | +10.0% | -28.1% | +38.0% | +10.1% |
| 3M | +1.6% | -11.4% | +13.1% | +1.5% |
| 6M | +3.3% | +52.2% | -49.0% | +2.2% |
| YTD | +7.6% | +60.4% | -52.9% | +6.3% |
| 1Y | +3.5% | +51.0% | -47.5% | +2.4% |
| 3Y | +27.7% | +135.6% | -107.9% | +17.9% |
| All | +43.8% | +106.9% | -63.0% | +30.4% |
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