+1,344.2%
EXC vs NTAP
+22,264.5%
-20,920.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | -1.7% | -5.0% | +3.2% | -1.5% |
| 30D | +9.3% | -25.8% | +35.1% | +11.2% |
| 3M | +1.0% | -6.9% | +7.9% | +1.2% |
| 6M | +5.9% | +50.0% | -44.1% | +2.6% |
| YTD | +7.6% | +66.9% | -59.3% | +3.3% |
| 1Y | +2.4% | +58.3% | -55.8% | -1.4% |
| 3Y | +30.2% | +145.1% | -114.9% | +20.7% |
| 5Y | +41.4% | +114.2% | -72.8% | +31.6% |
| 10Y | +183.8% | +576.6% | -392.8% | +143.1% |
| All | +1,344.2% | +22,264.5% | -20,920.2% | +954.8% |
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