+227.5%
LOW vs NTAP
+650.8%
-423.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -2.2% |
| 7D | -3.7% | +7.4% | -11.1% | -5.7% |
| 30D | -8.9% | -1.4% | -7.5% | -8.8% |
| 3M | -10.4% | +24.6% | -35.0% | -16.4% |
| 6M | -19.4% | +105.9% | -125.3% | -36.7% |
| YTD | -17.1% | +88.5% | -105.6% | -33.4% |
| 1Y | -26.3% | +62.1% | -88.4% | -38.0% |
| 3Y | -9.9% | +169.1% | -178.9% | -38.5% |
| 5Y | +6.1% | +141.9% | -135.8% | -26.2% |
| All | +227.5% | +650.8% | -423.3% | +59.1% |
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