+1,381.0%
NET vs NTAP
+301.4%
+1,079.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -1.8% |
| 7D | -16.4% | -16.1% | -0.3% | -9.5% |
| 30D | -25.8% | -15.9% | -9.9% | -19.7% |
| 3M | -11.5% | -1.2% | -10.3% | -11.5% |
| 6M | +18.9% | +70.1% | -51.1% | -8.4% |
| YTD | +35.2% | +77.9% | -42.7% | +1.4% |
| 1Y | +14.5% | +68.1% | -53.7% | -12.0% |
| 3Y | +313.8% | +161.0% | +152.8% | +153.6% |
| 5Y | +32.6% | +131.1% | -98.5% | -17.9% |
| All | +1,381.0% | +301.4% | +1,079.6% | +773.7% |
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