+19,788.8%
NTAP vs EFX
+2,305.9%
+17,482.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +9.9% | -3.6% | +13.5% | +11.8% |
| 30D | -22.1% | +25.3% | -47.4% | -31.4% |
| 3M | -7.7% | +3.8% | -11.5% | -11.8% |
| 6M | +60.9% | +12.7% | +48.2% | +44.8% |
| YTD | +76.4% | -13.1% | +89.6% | +78.2% |
| 1Y | +69.3% | -9.3% | +78.7% | +67.3% |
| 3Y | +154.6% | +3.5% | +151.1% | +122.2% |
| 5Y | +131.4% | -30.6% | +162.1% | +139.4% |
| 10Y | +600.9% | +80.2% | +520.7% | +291.3% |
| All | +19,788.8% | +2,305.9% | +17,482.9% | +2,388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling