+124.8%
NTAP vs EIX
+24.3%
+100.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.9% |
| 7D | +2.2% | +4.1% | -1.9% | +1.7% |
| 30D | -7.0% | -15.3% | +8.3% | -5.6% |
| 3M | +12.3% | -18.4% | +30.7% | +14.4% |
| 6M | +85.1% | -16.8% | +102.0% | +87.5% |
| YTD | +74.8% | -0.6% | +75.3% | +71.2% |
| 1Y | +52.7% | +10.7% | +42.0% | +46.5% |
| 3Y | +147.7% | -4.5% | +152.1% | +139.3% |
| 5Y | +124.8% | +24.0% | +100.7% | +101.4% |
| All | +124.8% | +24.3% | +100.5% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling