+932.5%
NTAP vs EFV
+258.8%
+673.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.8% | +1.5% | -2.3% | -2.0% |
| 30D | -0.5% | +1.7% | -2.3% | -2.1% |
| 3M | +4.1% | +8.6% | -4.6% | -3.3% |
| 6M | +88.0% | +11.7% | +76.3% | +69.2% |
| YTD | +75.6% | +19.3% | +56.3% | +49.1% |
| 1Y | +58.9% | +30.2% | +28.7% | +24.9% |
| 3Y | +153.6% | +91.6% | +62.0% | +40.8% |
| 5Y | +127.6% | +96.4% | +31.3% | +23.4% |
| 10Y | +580.4% | +166.5% | +413.9% | +187.5% |
| All | +932.5% | +258.8% | +673.7% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling