-15.8%
F vs NTAP
+106.9%
-122.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | -15.1% | +16.6% | +7.2% |
| 30D | +2.6% | -28.1% | +30.7% | +14.6% |
| 3M | -8.8% | -11.4% | +2.6% | -7.0% |
| 6M | +4.6% | +52.2% | -47.6% | -17.0% |
| YTD | -1.9% | +60.4% | -62.3% | -24.8% |
| 1Y | -0.8% | +51.0% | -51.8% | -21.9% |
| 3Y | +43.5% | +135.6% | -92.1% | -24.6% |
| All | -15.8% | +106.9% | -122.7% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling