+1,343.3%
EXC vs NTAP
+21,390.6%
-20,047.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -1.2% | -15.1% | +13.9% | -0.2% |
| 30D | +10.0% | -28.1% | +38.0% | +12.0% |
| 3M | +1.6% | -11.4% | +13.1% | +2.1% |
| 6M | +3.3% | +52.2% | -49.0% | -0.1% |
| YTD | +7.6% | +60.4% | -52.9% | +3.5% |
| 1Y | +3.5% | +51.0% | -47.5% | -0.1% |
| 3Y | +27.7% | +135.6% | -107.9% | +18.6% |
| 5Y | +41.1% | +107.5% | -66.4% | +31.6% |
| 10Y | +178.2% | +608.6% | -430.4% | +137.8% |
| All | +1,343.3% | +21,390.6% | -20,047.3% | +956.7% |
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