+4,132.1%
NEE vs NTAP
+23,420.6%
-19,288.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -2.2% | -0.5% | -1.6% | -2.2% |
| 3M | -1.2% | +4.1% | -5.2% | -1.5% |
| 6M | -8.6% | +88.0% | -96.5% | -12.2% |
| YTD | +6.2% | +75.6% | -69.4% | +2.3% |
| 1Y | +21.1% | +58.9% | -37.8% | +17.3% |
| 3Y | +36.4% | +153.6% | -117.2% | +27.7% |
| 5Y | +11.4% | +127.6% | -116.3% | +4.5% |
| 10Y | +250.0% | +580.4% | -330.4% | +205.4% |
| All | +4,132.1% | +23,420.6% | -19,288.5% | +3,341.6% |
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