+576.6%
NTAP vs ECL
+205.6%
+371.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.1% |
| 7D | -5.0% | -0.5% | -4.4% | -4.7% |
| 30D | -25.8% | +8.8% | -34.6% | -29.0% |
| 3M | -6.9% | +7.8% | -14.7% | -10.7% |
| 6M | +50.0% | +21.3% | +28.7% | +34.5% |
| YTD | +66.9% | +17.8% | +49.2% | +51.3% |
| 1Y | +58.3% | +21.1% | +37.2% | +41.2% |
| 3Y | +145.1% | +80.1% | +65.1% | +73.1% |
| 5Y | +114.2% | +40.5% | +73.7% | +70.5% |
| 10Y | +576.6% | +197.7% | +378.8% | +268.6% |
| All | +576.6% | +205.6% | +371.0% | +268.6% |
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