+153.5%
NTAP vs EL
-30.9%
+184.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -0.2% | +15.5% | -15.7% | -2.9% |
| 3M | +11.4% | +20.6% | -9.2% | +7.4% |
| 6M | +88.7% | +10.5% | +78.2% | +83.6% |
| YTD | +78.9% | -1.9% | +80.8% | +76.7% |
| 1Y | +58.8% | +16.1% | +42.7% | +51.2% |
| 3Y | +153.5% | -30.2% | +183.8% | +137.7% |
| All | +153.5% | -30.9% | +184.5% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling