+4,226.4%
NEE vs NTAP
+23,535.9%
-19,309.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -3.4% | +9.9% | -13.2% | -3.9% |
| 30D | +9.0% | -22.1% | +31.2% | +10.4% |
| 3M | +0.2% | -7.7% | +7.9% | +0.4% |
| 6M | -8.5% | +60.9% | -69.4% | -11.4% |
| YTD | +8.6% | +76.4% | -67.9% | +4.4% |
| 1Y | +2.2% | +69.3% | -67.2% | -1.6% |
| 3Y | +69.1% | +154.6% | -85.5% | +58.0% |
| 5Y | +13.0% | +131.4% | -118.4% | +5.8% |
| 10Y | +288.0% | +600.9% | -312.9% | +237.5% |
| All | +4,226.4% | +23,535.9% | -19,309.5% | +3,409.7% |
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 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