+589.7%
NTAP vs EIX
+19.9%
+569.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.5% |
| 7D | +2.2% | +4.1% | -1.9% | +1.1% |
| 30D | -7.0% | -15.3% | +8.3% | -4.2% |
| 3M | +12.3% | -18.4% | +30.7% | +16.5% |
| 6M | +85.1% | -16.8% | +102.0% | +90.3% |
| YTD | +74.8% | -0.6% | +75.3% | +70.1% |
| 1Y | +52.7% | +10.7% | +42.0% | +43.5% |
| 3Y | +147.7% | -4.5% | +152.1% | +136.6% |
| 5Y | +124.8% | +24.0% | +100.7% | +91.8% |
| 10Y | +589.7% | +22.9% | +566.8% | +434.9% |
| All | +589.7% | +19.9% | +569.8% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling