+404.6%
NEM vs NTAP
+23,420.6%
-23,016.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +23.1% | -0.5% | +23.6% | +23.1% |
| 3M | +18.5% | +4.1% | +14.4% | +18.3% |
| 6M | +7.8% | +88.0% | -80.2% | +5.5% |
| YTD | +29.1% | +75.6% | -46.5% | +26.7% |
| 1Y | +72.7% | +58.9% | +13.8% | +69.9% |
| 3Y | +248.7% | +153.6% | +95.2% | +237.5% |
| 5Y | +148.7% | +127.6% | +21.0% | +140.9% |
| 10Y | +304.8% | +580.4% | -275.6% | +279.8% |
| All | +404.6% | +23,420.6% | -23,016.0% | +356.1% |
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