+68.1%
NTAP vs EFV
+25.8%
+42.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -3.0% |
| 7D | -16.1% | +2.9% | -19.0% | -17.2% |
| 30D | -15.9% | +3.6% | -19.5% | -17.3% |
| 3M | -1.2% | -0.1% | -1.1% | -1.1% |
| 6M | +70.1% | +9.6% | +60.5% | +61.8% |
| YTD | +77.9% | +17.0% | +61.0% | +52.9% |
| 1Y | +68.1% | +25.7% | +42.5% | +32.6% |
| All | +68.1% | +25.8% | +42.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling