+7.1%
LOW vs NTAP
+124.7%
-117.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | +1.4% | +7.2% | -5.8% | +0.1% |
| 30D | +21.7% | -18.4% | +40.1% | +25.9% |
| 3M | +5.0% | -11.3% | +16.3% | +6.2% |
| 6M | +4.6% | +53.8% | -49.2% | -10.0% |
| YTD | -3.5% | +72.0% | -75.5% | -20.3% |
| 1Y | +0.5% | +68.0% | -67.5% | -16.5% |
| 3Y | +24.8% | +149.5% | -124.7% | -16.9% |
| All | +7.1% | +124.7% | -117.6% | -26.9% |
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