+114.2%
NTAP vs EAT
+368.3%
-254.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.5% | +4.3% |
| 7D | -5.0% | -3.9% | -1.0% | -4.3% |
| 30D | -25.8% | +5.0% | -30.7% | -26.6% |
| 3M | -6.9% | -9.6% | +2.7% | -5.8% |
| 6M | +50.0% | +46.8% | +3.2% | +37.1% |
| YTD | +66.9% | +41.8% | +25.1% | +51.9% |
| 1Y | +58.3% | +98.3% | -40.0% | +33.3% |
| 3Y | +145.1% | +503.1% | -357.9% | +48.8% |
| 5Y | +114.2% | +356.7% | -242.5% | +26.0% |
| All | +114.2% | +368.3% | -254.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling