+589.7%
NTAP vs EL
+28.8%
+560.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.4% |
| 7D | +2.2% | -2.4% | +4.5% | +2.9% |
| 30D | -7.0% | +13.7% | -20.7% | -11.4% |
| 3M | +12.3% | +14.5% | -2.2% | +6.5% |
| 6M | +85.1% | +7.4% | +77.7% | +77.1% |
| YTD | +74.8% | -4.7% | +79.5% | +71.6% |
| 1Y | +52.7% | +12.9% | +39.7% | +40.5% |
| 3Y | +147.7% | -32.2% | +179.9% | +153.6% |
| 5Y | +124.8% | -68.4% | +193.2% | +214.3% |
| 10Y | +589.7% | +28.3% | +561.5% | +399.7% |
| All | +589.7% | +28.8% | +560.9% | +399.7% |
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