+68.1%
NTAP vs ECL
+23.8%
+44.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -1.5% |
| 7D | -16.1% | +7.7% | -23.8% | -16.0% |
| 30D | -15.9% | +13.7% | -29.6% | -16.1% |
| 3M | -1.2% | +11.6% | -12.8% | -1.4% |
| 6M | +70.1% | +23.9% | +46.1% | +67.1% |
| YTD | +77.9% | +21.0% | +57.0% | +73.2% |
| 1Y | +68.1% | +23.1% | +45.0% | +62.4% |
| All | +68.1% | +23.8% | +44.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling