+570.8%
NTAP vs ED
+136.7%
+434.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -7.8% | +2.1% | -9.9% | -8.1% |
| 30D | -25.8% | +12.4% | -38.2% | -27.4% |
| 3M | -11.2% | +13.1% | -24.4% | -13.2% |
| 6M | +49.9% | +14.1% | +35.9% | +46.1% |
| YTD | +66.9% | +23.1% | +43.8% | +59.7% |
| 1Y | +58.8% | +25.4% | +33.4% | +51.2% |
| 3Y | +140.8% | +47.9% | +93.0% | +114.4% |
| 5Y | +115.0% | +81.9% | +33.1% | +75.9% |
| 10Y | +570.8% | +141.3% | +429.5% | +440.5% |
| All | +570.8% | +136.7% | +434.1% | +440.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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