+569.6%
NTAP vs ACWI
+226.7%
+343.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -0.8% | +0.5% | -1.3% | -1.3% |
| 30D | -0.5% | +0.9% | -1.4% | -1.6% |
| 3M | +4.1% | +2.4% | +1.7% | +1.3% |
| 6M | +88.0% | +12.4% | +75.6% | +62.6% |
| YTD | +75.6% | +15.2% | +60.4% | +48.0% |
| 1Y | +58.9% | +22.7% | +36.2% | +24.2% |
| 3Y | +153.6% | +75.8% | +77.8% | +30.7% |
| 5Y | +127.6% | +67.7% | +59.9% | +24.4% |
| All | +569.6% | +226.7% | +343.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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