+187.3%
NTAP vs COMP
-52.8%
+240.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.8% |
| 7D | +9.9% | +8.9% | +1.0% | +8.9% |
| 30D | -22.1% | +14.0% | -36.1% | -23.2% |
| 3M | -7.7% | -21.1% | +13.4% | -6.1% |
| 6M | +60.9% | +20.1% | +40.8% | +56.8% |
| YTD | +76.4% | -5.0% | +81.4% | +74.1% |
| 1Y | +69.3% | +5.7% | +63.7% | +65.2% |
| 3Y | +154.6% | +412.2% | -257.6% | +107.3% |
| 5Y | +131.4% | -12.1% | +143.5% | +106.4% |
| All | +187.3% | -52.8% | +240.1% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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