+19,285.3%
NTAP vs EFX
+2,323.1%
+16,962.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | +7.2% | -0.8% | +8.0% | +7.6% |
| 30D | -18.4% | +25.1% | -43.5% | -28.0% |
| 3M | -11.3% | +1.7% | -13.0% | -14.4% |
| 6M | +53.8% | +18.4% | +35.4% | +35.1% |
| YTD | +72.0% | -12.5% | +84.5% | +73.1% |
| 1Y | +68.0% | -8.1% | +76.1% | +64.8% |
| 3Y | +149.5% | +4.8% | +144.7% | +116.4% |
| 5Y | +125.6% | -30.1% | +155.7% | +132.5% |
| 10Y | +583.1% | +81.5% | +501.7% | +280.1% |
| All | +19,285.3% | +2,323.1% | +16,962.2% | +2,317.2% |
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