+60.9%
NTAP vs EFX
+10.9%
+50.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.4% |
| 7D | +9.9% | -3.6% | +13.5% | +8.9% |
| 30D | -22.1% | +25.3% | -47.4% | -19.1% |
| 3M | -7.7% | +3.8% | -11.5% | -5.7% |
| 6M | +60.9% | +12.7% | +48.2% | +67.5% |
| All | +60.9% | +10.9% | +50.0% | +67.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling