+149.5%
NTAP vs ECL
+58.5%
+91.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.8% | -2.6% | +1.8% | 0.0% |
| 30D | -0.5% | -2.2% | +1.6% | 0.0% |
| 3M | +4.1% | +10.1% | -6.0% | +0.7% |
| 6M | +88.0% | -5.7% | +93.7% | +92.0% |
| YTD | +75.6% | +7.0% | +68.6% | +70.6% |
| 1Y | +58.9% | +2.7% | +56.3% | +56.6% |
| All | +149.5% | +58.5% | +91.0% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling