+112.5%
NET vs NTAP
+128.6%
-16.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -0.8% | -6.2% | -6.4% |
| 30D | -4.8% | -0.5% | -4.3% | -4.6% |
| 3M | +3.8% | +4.1% | -0.2% | +0.8% |
| 6M | +50.0% | +88.0% | -37.9% | -6.6% |
| YTD | +41.5% | +75.6% | -34.1% | -8.1% |
| 1Y | +32.8% | +58.9% | -26.1% | -7.2% |
| 3Y | +335.9% | +153.6% | +182.3% | +78.8% |
| All | +112.5% | +128.6% | -16.2% | -14.7% |
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 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