+69.0%
F vs NTAP
+597.8%
-528.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | +3.3% | -23.4% | +26.8% | +12.7% |
| 3M | -11.3% | -7.5% | -3.8% | -10.6% |
| 6M | +5.3% | +56.4% | -51.0% | -15.1% |
| YTD | -2.2% | +73.6% | -75.8% | -25.2% |
| 1Y | -3.5% | +68.4% | -71.9% | -25.4% |
| 3Y | +49.5% | +150.6% | -101.1% | -8.6% |
| 5Y | -13.5% | +122.5% | -136.0% | -44.8% |
| 10Y | +69.0% | +589.7% | -520.7% | -23.0% |
| All | +69.0% | +597.8% | -528.7% | -23.0% |
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