+114.2%
NTAP vs EIX
+19.1%
+95.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | -25.8% | +8.8% | -34.5% | -26.6% |
| 3M | -6.9% | -10.9% | +4.0% | -6.1% |
| 6M | +50.0% | -10.3% | +60.3% | +50.5% |
| YTD | +66.9% | +5.8% | +61.1% | +62.1% |
| 1Y | +58.3% | +11.4% | +46.9% | +52.2% |
| 3Y | +145.1% | +11.1% | +134.1% | +129.0% |
| 5Y | +114.2% | +18.5% | +95.7% | +92.0% |
| All | +114.2% | +19.1% | +95.1% | +92.0% |
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 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