+589.7%
NTAP vs ECL
+149.7%
+440.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.2% |
| 7D | +2.2% | -2.7% | +4.9% | +3.6% |
| 30D | -7.0% | -4.3% | -2.7% | -5.1% |
| 3M | +12.3% | +3.2% | +9.1% | +9.9% |
| 6M | +85.1% | -2.9% | +88.0% | +85.8% |
| YTD | +74.8% | +4.3% | +70.5% | +68.8% |
| 1Y | +52.7% | +1.6% | +51.0% | +48.9% |
| 3Y | +147.7% | +54.3% | +93.4% | +89.0% |
| 5Y | +124.8% | +26.5% | +98.3% | +88.0% |
| 10Y | +589.7% | +155.6% | +434.1% | +246.8% |
| All | +589.7% | +149.7% | +440.0% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling