+937.6%
NTAP vs EFV
+247.9%
+689.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +9.9% | +0.7% | +9.1% | +9.2% |
| 30D | -22.1% | +2.0% | -24.2% | -23.5% |
| 3M | -7.7% | -1.6% | -6.1% | -6.4% |
| 6M | +60.9% | +5.8% | +55.2% | +52.7% |
| YTD | +76.4% | +15.6% | +60.8% | +53.9% |
| 1Y | +69.3% | +19.0% | +50.4% | +44.1% |
| 3Y | +154.6% | +90.7% | +64.0% | +42.0% |
| 5Y | +131.4% | +92.8% | +38.7% | +27.4% |
| 10Y | +600.9% | +160.5% | +440.3% | +201.6% |
| All | +937.6% | +247.9% | +689.7% | +294.0% |
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