+570.8%
NTAP vs A
+312.5%
+258.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.6% |
| 7D | -7.8% | +1.4% | -9.1% | -8.3% |
| 30D | -25.8% | +4.3% | -30.1% | -27.2% |
| 3M | -11.2% | +19.8% | -31.0% | -19.3% |
| 6M | +49.9% | +54.4% | -4.4% | +17.6% |
| YTD | +66.9% | +31.7% | +35.2% | +42.2% |
| 1Y | +58.8% | +22.4% | +36.4% | +40.6% |
| 3Y | +140.8% | +67.7% | +73.1% | +71.7% |
| 5Y | +115.0% | +15.7% | +99.3% | +84.5% |
| 10Y | +570.8% | +308.7% | +262.1% | +190.4% |
| All | +570.8% | +312.5% | +258.3% | +190.4% |
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