+589.7%
NTAP vs A
+236.6%
+353.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | +2.2% | -4.4% | +6.6% | +4.5% |
| 30D | -7.0% | -2.7% | -4.4% | -6.1% |
| 3M | +12.3% | +7.0% | +5.3% | +7.7% |
| 6M | +85.1% | +24.6% | +60.5% | +61.6% |
| YTD | +74.8% | +7.0% | +67.8% | +65.6% |
| 1Y | +52.7% | +15.6% | +37.1% | +38.0% |
| 3Y | +147.7% | +29.9% | +117.7% | +101.3% |
| 5Y | +124.8% | -15.4% | +140.2% | +129.4% |
| 10Y | +589.7% | +248.9% | +340.9% | +209.6% |
| All | +589.7% | +236.6% | +353.1% | +209.6% |
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