+8,630.5%
LOW vs NTAP
+22,937.7%
-14,307.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +1.4% | +7.2% | -5.8% | +0.3% |
| 30D | +21.7% | -18.4% | +40.1% | +25.1% |
| 3M | +5.0% | -11.3% | +16.3% | +6.2% |
| 6M | +4.6% | +53.8% | -49.2% | -4.4% |
| YTD | -3.5% | +72.0% | -75.5% | -13.7% |
| 1Y | +0.5% | +68.0% | -67.5% | -9.8% |
| 3Y | +24.8% | +149.5% | -124.7% | +3.3% |
| 5Y | +6.5% | +125.6% | -119.1% | -10.7% |
| 10Y | +294.6% | +583.1% | -288.6% | +172.1% |
| All | +8,630.5% | +22,937.7% | -14,307.2% | +3,001.0% |
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