+606.1%
NTAP vs ED
+106.7%
+499.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +3.3% | +0.5% | +2.7% | +3.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.4% |
| 3M | +11.4% | +4.6% | +6.7% | +10.3% |
| 6M | +88.7% | -2.0% | +90.6% | +89.0% |
| YTD | +78.9% | +11.7% | +67.2% | +74.3% |
| 1Y | +58.8% | +15.7% | +43.1% | +53.2% |
| 3Y | +153.5% | +34.4% | +119.2% | +129.4% |
| 5Y | +136.7% | +67.3% | +69.4% | +95.9% |
| All | +606.1% | +106.7% | +499.4% | +460.4% |
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