+149.5%
NTAP vs ECL
+79.8%
+69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | +7.2% | +2.9% | +4.3% | +6.5% |
| 30D | -18.4% | +7.5% | -25.9% | -19.8% |
| 3M | -11.3% | +12.2% | -23.6% | -14.0% |
| 6M | +53.8% | +24.6% | +29.2% | +43.7% |
| YTD | +72.0% | +18.8% | +53.2% | +62.8% |
| 1Y | +68.0% | +19.3% | +48.7% | +58.7% |
| 3Y | +149.5% | +78.2% | +71.3% | +124.7% |
| All | +149.5% | +79.8% | +69.7% | +124.7% |
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