+32.6%
NET vs NTAP
+132.3%
-99.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -1.5% |
| 7D | -16.4% | -16.1% | -0.3% | -6.4% |
| 30D | -25.8% | -15.9% | -9.9% | -17.1% |
| 3M | -11.5% | -1.2% | -10.3% | -11.9% |
| 6M | +18.9% | +70.1% | -51.1% | -21.1% |
| YTD | +35.2% | +77.9% | -42.7% | -14.3% |
| 1Y | +14.5% | +68.1% | -53.7% | -24.5% |
| 3Y | +313.8% | +161.0% | +152.8% | +59.4% |
| 5Y | +32.6% | +131.1% | -98.5% | -48.5% |
| All | +32.6% | +132.3% | -99.7% | -48.5% |
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