+95.1%
F vs NTAP
+576.5%
-481.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -0.8% | +6.1% | +5.6% |
| 30D | +4.6% | -0.5% | +5.1% | +4.5% |
| 3M | -3.7% | +4.1% | -7.7% | -6.0% |
| 6M | +16.8% | +88.0% | -71.1% | -11.2% |
| YTD | +15.3% | +75.6% | -60.3% | -10.4% |
| 1Y | +31.0% | +58.9% | -27.9% | +5.6% |
| 3Y | +45.4% | +153.6% | -108.1% | -9.7% |
| 5Y | +54.7% | +127.6% | -73.0% | -0.1% |
| All | +95.1% | +576.5% | -481.4% | -15.1% |
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