+504.6%
NOW vs NTAP
+608.6%
-104.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.0% |
| 7D | -3.1% | -5.0% | +1.9% | -1.0% |
| 30D | -27.0% | -25.8% | -1.3% | -17.2% |
| 3M | -17.7% | -6.9% | -10.8% | -16.6% |
| 6M | +12.7% | +50.0% | -37.3% | -9.3% |
| YTD | -32.9% | +66.9% | -99.9% | -49.0% |
| 1Y | -40.4% | +58.3% | -98.6% | -53.5% |
| 3Y | -17.1% | +145.1% | -162.2% | -49.5% |
| 5Y | -25.7% | +114.2% | -139.9% | -52.4% |
| 10Y | +504.6% | +576.6% | -71.9% | +130.1% |
| All | +504.6% | +608.6% | -104.0% | +130.1% |
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 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