+562.2%
NTAP vs A
+302.9%
+259.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.8% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | -18.4% | 0.0% | -18.4% | -18.2% |
| 3M | -11.3% | +16.7% | -28.0% | -18.4% |
| 6M | +53.8% | +54.8% | -1.1% | +20.3% |
| YTD | +72.0% | +28.8% | +43.2% | +48.1% |
| 1Y | +68.0% | +19.3% | +48.7% | +50.7% |
| 3Y | +149.5% | +65.5% | +83.9% | +78.6% |
| 5Y | +125.6% | +12.1% | +113.5% | +97.0% |
| All | +562.2% | +302.9% | +259.3% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling