+135.0%
GOOG vs NTAP
+122.8%
+12.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | -3.6% | -7.5% | +3.9% | -1.6% |
| 3M | -6.4% | +14.6% | -21.1% | -10.5% |
| 6M | +7.8% | +91.0% | -83.2% | -14.5% |
| YTD | +5.5% | +73.7% | -68.2% | -14.0% |
| 1Y | +38.3% | +51.2% | -13.0% | +18.4% |
| 3Y | +143.1% | +146.1% | -3.0% | +60.1% |
| 5Y | +135.0% | +122.8% | +12.2% | +51.9% |
| All | +135.0% | +122.8% | +12.2% | +51.9% |
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