+124.8%
NTAP vs EFV
+95.4%
+29.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.6% |
| 30D | -7.0% | 0.0% | -7.0% | -7.1% |
| 3M | +12.3% | +8.4% | +3.9% | +4.8% |
| 6M | +85.1% | +12.3% | +72.8% | +66.5% |
| YTD | +74.8% | +17.4% | +57.4% | +51.0% |
| 1Y | +52.7% | +27.1% | +25.5% | +22.8% |
| 3Y | +147.7% | +90.7% | +56.9% | +37.8% |
| 5Y | +124.8% | +95.6% | +29.2% | +23.9% |
| All | +124.8% | +95.4% | +29.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling