+19,691.7%
NTAP vs ED
+1,440.9%
+18,250.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.5% | -0.1% | -0.4% | -0.5% |
| 3M | +4.1% | +3.9% | +0.1% | +2.5% |
| 6M | +88.0% | -3.0% | +91.0% | +88.9% |
| YTD | +75.6% | +10.7% | +64.9% | +68.8% |
| 1Y | +58.9% | +13.3% | +45.6% | +51.1% |
| 3Y | +153.6% | +34.5% | +119.1% | +121.6% |
| 5Y | +127.6% | +67.1% | +60.5% | +80.9% |
| 10Y | +580.4% | +103.0% | +477.3% | +387.8% |
| All | +19,691.7% | +1,440.9% | +18,250.9% | +8,211.4% |
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 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