-1.6%
F vs NTAP
+56.4%
-58.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | 0.0% |
| 7D | -0.6% | -5.0% | +4.3% | +0.1% |
| 30D | +2.9% | -25.8% | +28.6% | +8.3% |
| 3M | -9.5% | -6.9% | -2.6% | -10.1% |
| 6M | +4.0% | +50.0% | -46.0% | -11.9% |
| YTD | -1.3% | +66.9% | -68.2% | -18.2% |
| All | -1.6% | +56.4% | -58.0% | -17.0% |
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 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