+149.5%
NTAP vs EIX
-3.4%
+153.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -0.8% | -19.1% | +18.3% | +0.5% |
| 30D | -0.5% | -16.9% | +16.4% | +0.5% |
| 3M | +4.1% | -20.0% | +24.1% | +5.2% |
| 6M | +88.0% | -21.3% | +109.3% | +90.1% |
| YTD | +75.6% | -1.7% | +77.3% | +72.8% |
| 1Y | +58.9% | +9.6% | +49.4% | +54.4% |
| All | +149.5% | -3.4% | +153.0% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling