+193.5%
NRG vs NTAP
+140.4%
+53.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | -1.2% |
| 7D | -4.7% | +7.4% | -12.0% | -6.9% |
| 30D | -6.0% | -1.4% | -4.6% | -5.7% |
| 3M | -8.0% | +24.6% | -32.5% | -15.5% |
| 6M | -23.2% | +105.9% | -129.0% | -44.1% |
| YTD | -28.1% | +88.5% | -116.6% | -45.8% |
| 1Y | -27.3% | +62.1% | -89.4% | -41.5% |
| 3Y | +208.7% | +169.1% | +39.6% | +100.5% |
| All | +193.5% | +140.4% | +53.1% | +84.9% |
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