-25.1%
NOW vs NTAP
+124.7%
-149.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.8% |
| 7D | +0.3% | +7.2% | -6.9% | -3.1% |
| 30D | -27.0% | -18.4% | -8.6% | -19.8% |
| 3M | -19.6% | -11.3% | -8.3% | -16.5% |
| 6M | +17.5% | +53.8% | -36.3% | -9.5% |
| YTD | -33.3% | +72.0% | -105.2% | -52.0% |
| 1Y | -39.8% | +68.0% | -107.9% | -56.2% |
| 3Y | -19.9% | +149.5% | -169.4% | -58.0% |
| All | -25.1% | +124.7% | -149.8% | -60.7% |
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