+250.5%
NEM vs NTAP
+146.1%
+104.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +3.1% | +2.2% | +0.9% | +2.8% |
| 30D | +10.0% | -7.0% | +17.0% | +10.7% |
| 3M | +30.9% | +12.3% | +18.6% | +28.6% |
| 6M | +10.5% | +85.1% | -74.6% | +1.8% |
| YTD | +29.7% | +74.8% | -45.0% | +20.3% |
| 1Y | +71.1% | +52.7% | +18.4% | +61.2% |
| All | +250.5% | +146.1% | +104.3% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling