+19,691.7%
NTAP vs EFX
+2,180.5%
+17,511.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +3.3% |
| 7D | -0.8% | -8.6% | +7.9% | +3.6% |
| 30D | -0.5% | +0.1% | -0.6% | -1.3% |
| 3M | +4.1% | +3.8% | +0.2% | -0.2% |
| 6M | +88.0% | -13.5% | +101.5% | +95.9% |
| YTD | +75.6% | -17.7% | +93.2% | +86.0% |
| 1Y | +58.9% | -25.6% | +84.5% | +75.8% |
| 3Y | +153.6% | -12.1% | +165.7% | +144.7% |
| 5Y | +127.6% | -33.8% | +161.5% | +145.0% |
| 10Y | +580.4% | +45.1% | +535.2% | +335.9% |
| All | +19,691.7% | +2,180.5% | +17,511.2% | +2,497.5% |
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 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