+50.0%
EXPE vs NTAP
+66.6%
-16.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.6% | +12.2% | +10.6% |
| 7D | +14.6% | -16.1% | +30.7% | +16.2% |
| 30D | +21.4% | -15.9% | +37.4% | +22.8% |
| 3M | +1.4% | -1.2% | +2.6% | -0.1% |
| 6M | +28.6% | +70.1% | -41.5% | +5.5% |
| YTD | +12.1% | +77.9% | -65.8% | -10.3% |
| 1Y | +50.0% | +68.1% | -18.1% | +25.3% |
| All | +50.0% | +66.6% | -16.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling