+589.7%
NTAP vs CAPR
-59.1%
+648.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +26.5% | -22.4% | +3.7% |
| 7D | -2.4% | +25.8% | -28.2% | -2.8% |
| 30D | -23.4% | +50.2% | -73.6% | -24.0% |
| 3M | -7.5% | +185.5% | -193.0% | -9.3% |
| 6M | +56.4% | -64.8% | +121.2% | +56.9% |
| YTD | +73.6% | -61.1% | +134.7% | +73.7% |
| 1Y | +68.4% | +81.0% | -12.6% | +58.4% |
| 3Y | +150.6% | +300.7% | -150.1% | +122.9% |
| 5Y | +122.5% | +223.3% | -100.9% | +95.8% |
| 10Y | +589.7% | -58.8% | +648.5% | +472.1% |
| All | +589.7% | -59.1% | +648.8% | +472.1% |
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