+81.0%
F vs NTAP
+608.6%
-527.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -0.8% |
| 7D | -0.6% | -5.0% | +4.3% | +0.9% |
| 30D | +2.9% | -25.8% | +28.6% | +13.5% |
| 3M | -9.5% | -6.9% | -2.6% | -9.1% |
| 6M | +4.0% | +50.0% | -46.0% | -14.9% |
| YTD | -1.3% | +66.9% | -68.2% | -23.4% |
| 1Y | -1.9% | +58.3% | -60.2% | -22.3% |
| 3Y | +53.5% | +145.1% | -91.6% | -5.6% |
| 5Y | -15.1% | +114.2% | -129.3% | -45.1% |
| 10Y | +81.0% | +576.6% | -495.6% | -16.1% |
| All | +81.0% | +608.6% | -527.6% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling