+300.2%
NEM vs NTAP
+591.7%
-291.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.3% | -1.0% | -2.3% | -3.2% |
| 30D | +7.8% | -7.5% | +15.3% | +8.6% |
| 3M | +36.3% | +14.6% | +21.6% | +34.0% |
| 6M | +6.6% | +91.0% | -84.4% | -0.9% |
| YTD | +27.1% | +73.7% | -46.5% | +19.3% |
| 1Y | +62.3% | +51.2% | +11.1% | +54.3% |
| 3Y | +245.1% | +146.1% | +98.9% | +208.4% |
| 5Y | +154.0% | +122.8% | +31.2% | +126.4% |
| All | +300.2% | +591.7% | -291.5% | +246.2% |
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