-9.1%
LOW vs NTAP
+146.1%
-155.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | -9.3% | -7.0% | -2.2% | -8.5% |
| 3M | -8.1% | +12.3% | -20.4% | -9.7% |
| 6M | -19.8% | +85.1% | -104.9% | -28.7% |
| YTD | -16.4% | +74.8% | -91.1% | -25.0% |
| 1Y | -24.7% | +52.7% | -77.3% | -30.6% |
| All | -9.1% | +146.1% | -155.2% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling