+147.9%
NTAP vs EFV
+88.2%
+59.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.0% | -2.0% | +1.0% | +0.6% |
| 30D | -7.5% | -0.2% | -7.3% | -7.4% |
| 3M | +14.6% | +9.1% | +5.5% | +7.0% |
| 6M | +91.0% | +11.7% | +79.3% | +73.9% |
| YTD | +73.7% | +17.0% | +56.6% | +51.5% |
| 1Y | +51.2% | +26.7% | +24.5% | +23.0% |
| All | +147.9% | +88.2% | +59.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling