+17,983.5%
NTAP vs ED
+1,602.7%
+16,380.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | -15.1% | +1.6% | -16.7% | -15.6% |
| 30D | -28.1% | +13.3% | -41.4% | -31.0% |
| 3M | -11.4% | +9.7% | -21.2% | -14.2% |
| 6M | +52.2% | +12.8% | +39.4% | +45.7% |
| YTD | +60.4% | +22.3% | +38.1% | +49.2% |
| 1Y | +51.0% | +26.3% | +24.7% | +38.7% |
| 3Y | +135.6% | +45.0% | +90.5% | +101.2% |
| 5Y | +107.5% | +80.2% | +27.3% | +61.2% |
| 10Y | +608.6% | +129.9% | +478.8% | +386.9% |
| All | +17,983.5% | +1,602.7% | +16,380.8% | +7,242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling