+18.3%
NOW vs NTAP
+149.9%
-131.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | +20.5% | -0.5% | +21.0% | +20.1% |
| 3M | +18.3% | +4.1% | +14.3% | +15.3% |
| 6M | +24.1% | +88.0% | -63.9% | -5.7% |
| YTD | -7.8% | +75.6% | -83.4% | -28.5% |
| 1Y | -21.4% | +58.9% | -80.3% | -36.5% |
| All | +18.3% | +149.9% | -131.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling