+114.2%
NTAP vs COMP
-13.7%
+127.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.6% |
| 7D | -5.0% | +14.5% | -19.5% | -6.1% |
| 30D | -25.8% | +14.9% | -40.7% | -26.8% |
| 3M | -6.9% | -14.2% | +7.3% | -5.9% |
| 6M | +50.0% | +23.7% | +26.3% | +45.8% |
| YTD | +66.9% | +2.1% | +64.9% | +63.7% |
| 1Y | +58.3% | +26.2% | +32.1% | +51.7% |
| 3Y | +145.1% | +470.9% | -325.8% | +96.8% |
| 5Y | +114.2% | -14.0% | +128.2% | +87.9% |
| All | +114.2% | -13.7% | +127.9% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling