+562.9%
NTAP vs EAT
+321.8%
+241.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | -7.8% | -5.9% | -1.8% | -6.8% |
| 30D | -25.8% | +0.7% | -26.4% | -26.1% |
| 3M | -11.2% | -14.2% | +3.0% | -9.5% |
| 6M | +49.9% | +40.7% | +9.2% | +39.4% |
| YTD | +66.9% | +36.0% | +30.9% | +54.6% |
| 1Y | +58.8% | +83.1% | -24.2% | +38.9% |
| 3Y | +140.8% | +474.8% | -334.0% | +64.9% |
| 5Y | +115.0% | +347.6% | -232.6% | +48.4% |
| All | +562.9% | +321.8% | +241.0% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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