+136.7%
NTAP vs EAT
+326.5%
-189.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.5% |
| 7D | +3.3% | -4.9% | +8.2% | +4.2% |
| 30D | -0.2% | -1.2% | +1.0% | -0.3% |
| 3M | +11.4% | +52.2% | -40.9% | +1.9% |
| 6M | +88.7% | +65.0% | +23.6% | +68.2% |
| YTD | +78.9% | +55.0% | +23.9% | +61.0% |
| 1Y | +58.8% | +42.1% | +16.8% | +44.8% |
| 3Y | +153.5% | +614.7% | -461.2% | +50.2% |
| 5Y | +136.7% | +322.7% | -186.0% | +46.3% |
| All | +136.7% | +326.5% | -189.7% | +46.3% |
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 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