+590.2%
NTAP vs CAPR
-77.1%
+667.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.0% |
| 7D | +3.3% | -9.5% | +12.7% | +3.4% |
| 30D | -0.2% | +121.5% | -121.7% | -1.7% |
| 3M | +11.4% | -65.4% | +76.8% | +12.0% |
| 6M | +88.7% | -67.5% | +156.2% | +89.7% |
| YTD | +78.9% | -68.6% | +147.5% | +79.8% |
| 1Y | +58.8% | +42.7% | +16.1% | +49.9% |
| 3Y | +153.5% | +43.4% | +110.2% | +130.7% |
| 5Y | +136.7% | +86.0% | +50.7% | +110.7% |
| 10Y | +590.2% | -77.4% | +667.6% | +497.0% |
| All | +590.2% | -77.1% | +667.3% | +497.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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