-18.6%
NRG vs NTAP
+61.4%
-80.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | -10.5% | +4.1% | -14.5% | -11.0% |
| 6M | -26.7% | +88.0% | -114.7% | -36.6% |
| YTD | -24.5% | +75.6% | -100.1% | -32.4% |
| 1Y | -18.6% | +58.9% | -77.5% | -22.1% |
| All | -18.6% | +61.4% | -80.0% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling