+568.7%
NTAP vs EFV
+167.0%
+401.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -1.0% | -2.0% | +1.0% | +1.0% |
| 30D | -7.5% | -0.2% | -7.3% | -7.4% |
| 3M | +14.6% | +9.1% | +5.5% | +5.2% |
| 6M | +91.0% | +11.7% | +79.3% | +70.3% |
| YTD | +73.7% | +17.0% | +56.6% | +47.7% |
| 1Y | +51.2% | +26.7% | +24.5% | +18.9% |
| 3Y | +146.1% | +90.2% | +56.0% | +28.1% |
| 5Y | +122.8% | +96.1% | +26.7% | +12.0% |
| All | +568.7% | +167.0% | +401.7% | +163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling