+562.2%
NTAP vs ED
+147.1%
+415.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | +7.2% | +2.1% | +5.1% | +6.9% |
| 30D | -18.4% | +10.4% | -28.8% | -19.8% |
| 3M | -11.3% | +12.5% | -23.9% | -13.2% |
| 6M | +53.8% | +14.9% | +38.8% | +49.7% |
| YTD | +72.0% | +24.8% | +47.1% | +64.2% |
| 1Y | +68.0% | +23.8% | +44.2% | +60.6% |
| 3Y | +149.5% | +51.6% | +97.8% | +120.8% |
| 5Y | +125.6% | +86.4% | +39.2% | +83.4% |
| All | +562.2% | +147.1% | +415.1% | +429.4% |
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