+284.2%
NEE vs NTAP
+583.1%
-298.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | -2.1% | +7.2% | -9.3% | -2.8% |
| 30D | +8.6% | -18.4% | +27.0% | +10.7% |
| 3M | -0.3% | -11.3% | +11.0% | +0.5% |
| 6M | -8.9% | +53.8% | -62.7% | -14.7% |
| YTD | +8.3% | +72.0% | -63.6% | -0.3% |
| 1Y | +4.3% | +68.0% | -63.8% | -3.8% |
| 3Y | +70.7% | +149.5% | -78.7% | +45.1% |
| 5Y | +12.8% | +125.6% | -112.8% | -4.0% |
| All | +284.2% | +583.1% | -298.9% | +169.7% |
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