+562.2%
NTAP vs EIX
+35.3%
+526.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.2% | +1.4% | +5.8% | +6.8% |
| 30D | -18.4% | +8.5% | -26.9% | -20.1% |
| 3M | -11.3% | -13.5% | +2.1% | -9.1% |
| 6M | +53.8% | -12.4% | +66.1% | +56.1% |
| YTD | +72.0% | +5.9% | +66.1% | +64.5% |
| 1Y | +68.0% | +7.6% | +60.4% | +59.8% |
| 3Y | +149.5% | +12.8% | +136.7% | +126.4% |
| 5Y | +125.6% | +19.2% | +106.4% | +96.9% |
| All | +562.2% | +35.3% | +526.9% | +417.0% |
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