+1,972.6%
NOW vs NTAP
+659.7%
+1,312.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | -15.1% | +12.1% | +4.0% |
| 30D | -26.0% | -28.1% | +2.0% | -14.8% |
| 3M | -13.1% | -11.4% | -1.7% | -9.9% |
| 6M | +14.5% | +52.2% | -37.7% | -8.4% |
| YTD | -33.4% | +60.4% | -93.9% | -48.3% |
| 1Y | -40.6% | +51.0% | -91.6% | -52.6% |
| 3Y | -16.3% | +135.6% | -151.9% | -47.8% |
| 5Y | -26.3% | +107.5% | -133.8% | -51.7% |
| 10Y | +512.7% | +608.6% | -95.9% | +114.0% |
| All | +1,972.6% | +659.7% | +1,312.9% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling