+589.7%
NTAP vs ACWI
+227.3%
+362.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +2.6% |
| 7D | -2.4% | -0.7% | -1.8% | -1.3% |
| 30D | -23.4% | -2.0% | -21.4% | -21.1% |
| 3M | -7.5% | -2.2% | -5.4% | -4.5% |
| 6M | +56.4% | +1.9% | +54.5% | +54.0% |
| YTD | +73.6% | +12.0% | +61.6% | +52.4% |
| 1Y | +68.4% | +12.5% | +55.9% | +47.0% |
| 3Y | +150.6% | +75.4% | +75.2% | +30.9% |
| 5Y | +122.5% | +61.5% | +61.0% | +28.3% |
| 10Y | +589.7% | +227.1% | +362.6% | +70.9% |
| All | +589.7% | +227.3% | +362.4% | +70.9% |
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