+344.1%
NEM vs NTAP
+583.1%
-239.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.7% |
| 7D | -6.4% | +7.2% | -13.6% | -7.1% |
| 30D | +1.4% | -18.4% | +19.8% | +3.2% |
| 3M | -0.7% | -11.3% | +10.6% | +0.1% |
| 6M | -4.5% | +53.8% | -58.2% | -9.2% |
| YTD | +14.0% | +72.0% | -57.9% | +6.9% |
| 1Y | +27.3% | +68.0% | -40.7% | +19.5% |
| 3Y | +250.5% | +149.5% | +101.0% | +212.6% |
| 5Y | +121.1% | +125.6% | -4.5% | +96.8% |
| All | +344.1% | +583.1% | -239.0% | +281.0% |
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 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