+124.8%
NTAP vs EFX
-36.4%
+161.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.7% |
| 7D | +2.2% | -9.4% | +11.6% | +5.2% |
| 30D | -7.0% | -6.9% | -0.2% | -5.4% |
| 3M | +12.3% | +0.1% | +12.2% | +10.7% |
| 6M | +85.1% | -17.3% | +102.4% | +93.8% |
| YTD | +74.8% | -21.8% | +96.6% | +85.7% |
| 1Y | +52.7% | -32.5% | +85.2% | +70.2% |
| 3Y | +147.7% | -12.3% | +160.0% | +141.6% |
| 5Y | +124.8% | -36.6% | +161.4% | +142.5% |
| All | +124.8% | -36.4% | +161.2% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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