+590.2%
NTAP vs ALL
+355.7%
+234.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | +3.3% | -1.7% | +5.0% | +3.9% |
| 30D | -0.2% | -4.7% | +4.5% | +1.6% |
| 3M | +11.4% | +18.4% | -7.0% | +3.4% |
| 6M | +88.7% | +20.5% | +68.2% | +72.8% |
| YTD | +78.9% | +23.5% | +55.4% | +61.3% |
| 1Y | +58.8% | +29.0% | +29.8% | +39.8% |
| 3Y | +153.5% | +153.7% | -0.2% | +52.5% |
| 5Y | +136.7% | +114.8% | +21.9% | +49.6% |
| 10Y | +590.2% | +356.1% | +234.0% | +139.5% |
| All | +590.2% | +355.7% | +234.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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