+254.8%
F vs NTAP
+21,390.5%
-21,135.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | -15.1% | +16.6% | +4.3% |
| 30D | +2.6% | -28.1% | +30.7% | +8.3% |
| 3M | -8.8% | -11.4% | +2.6% | -7.6% |
| 6M | +4.6% | +52.2% | -47.6% | -4.3% |
| YTD | -1.9% | +60.4% | -62.3% | -11.5% |
| 1Y | -0.8% | +51.0% | -51.8% | -9.5% |
| 3Y | +43.5% | +135.6% | -92.1% | +18.9% |
| 5Y | -12.1% | +107.5% | -119.6% | -25.1% |
| 10Y | +83.6% | +608.6% | -525.0% | +25.8% |
| All | +254.8% | +21,390.5% | -21,135.8% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling