+157.7%
NEM vs NTAP
+129.9%
+27.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +3.1% | +2.2% | +0.9% | +2.8% |
| 30D | +10.0% | -7.0% | +17.0% | +10.9% |
| 3M | +30.9% | +12.3% | +18.6% | +28.4% |
| 6M | +10.5% | +85.1% | -74.6% | +0.7% |
| YTD | +29.7% | +74.8% | -45.0% | +19.1% |
| 1Y | +71.1% | +52.7% | +18.4% | +59.9% |
| 3Y | +252.1% | +147.7% | +104.4% | +196.8% |
| 5Y | +157.7% | +124.8% | +32.9% | +108.9% |
| All | +157.7% | +129.9% | +27.8% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling