+19,472.4%
NTAP vs EIX
+932.9%
+18,539.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.5% | +4.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.9% |
| 30D | -23.4% | +7.7% | -31.1% | -24.6% |
| 3M | -7.5% | -12.9% | +5.3% | -5.8% |
| 6M | +56.4% | -12.7% | +69.0% | +58.5% |
| YTD | +73.6% | +5.5% | +68.2% | +68.8% |
| 1Y | +68.4% | +9.4% | +59.0% | +62.3% |
| 3Y | +150.6% | +9.7% | +140.9% | +137.0% |
| 5Y | +122.5% | +16.9% | +105.5% | +105.7% |
| 10Y | +589.7% | +34.3% | +555.4% | +503.9% |
| All | +19,472.4% | +932.9% | +18,539.5% | +15,586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling