+1,280.6%
EXC vs NTAP
+23,420.6%
-22,140.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | -3.7% | -0.5% | -3.2% | -3.7% |
| 3M | -1.3% | +4.1% | -5.4% | -1.7% |
| 6M | -9.7% | +88.0% | -97.7% | -13.6% |
| YTD | +2.9% | +75.6% | -72.7% | -1.3% |
| 1Y | +4.4% | +58.9% | -54.5% | +0.7% |
| 3Y | +22.2% | +153.6% | -131.4% | +13.3% |
| 5Y | +46.7% | +127.6% | -80.9% | +36.3% |
| 10Y | +155.3% | +580.4% | -425.0% | +119.1% |
| All | +1,280.6% | +23,420.6% | -22,140.0% | +907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling