+576.6%
NTAP vs CAPR
-64.9%
+641.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +3.9% |
| 7D | -5.0% | +36.0% | -41.0% | -5.4% |
| 30D | -25.8% | +25.8% | -51.6% | -26.0% |
| 3M | -6.9% | +140.8% | -147.7% | -8.5% |
| 6M | +50.0% | -67.6% | +117.6% | +50.7% |
| YTD | +66.9% | -65.9% | +132.8% | +67.4% |
| 1Y | +58.3% | +66.1% | -7.9% | +49.0% |
| 3Y | +145.1% | +256.9% | -111.8% | +118.5% |
| 5Y | +114.2% | +172.1% | -57.9% | +89.2% |
| 10Y | +576.6% | -64.7% | +641.3% | +465.6% |
| All | +576.6% | -64.9% | +641.5% | +465.6% |
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