+570.8%
NTAP vs EL
+60.9%
+509.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -7.8% | +7.6% | -15.4% | -9.7% |
| 30D | -25.8% | +15.7% | -41.5% | -29.1% |
| 3M | -11.2% | +30.5% | -41.8% | -19.1% |
| 6M | +49.9% | +32.5% | +17.4% | +35.2% |
| YTD | +66.9% | +9.4% | +57.4% | +56.6% |
| 1Y | +58.8% | +28.4% | +30.5% | +40.9% |
| 3Y | +140.8% | +4.4% | +136.4% | +111.3% |
| 5Y | +115.0% | -64.5% | +179.5% | +191.1% |
| 10Y | +570.8% | +64.9% | +505.9% | +363.9% |
| All | +570.8% | +60.9% | +509.9% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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