+184.6%
NTAP vs COMP
-49.7%
+234.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.3% |
| 7D | +2.2% | +0.8% | +1.3% | +2.1% |
| 30D | -7.0% | -13.9% | +6.8% | -5.9% |
| 3M | +12.3% | +30.7% | -18.4% | +9.2% |
| 6M | +85.1% | +18.7% | +66.5% | +79.9% |
| YTD | +74.8% | +1.0% | +73.7% | +71.9% |
| 1Y | +52.7% | +15.1% | +37.6% | +47.7% |
| 3Y | +147.7% | +219.8% | -72.1% | +110.8% |
| 5Y | +124.8% | -28.7% | +153.4% | +103.5% |
| All | +184.6% | -49.7% | +234.4% | +161.4% |
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