+114.2%
NTAP vs EL
-65.0%
+179.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.2% | +3.5% |
| 7D | -5.0% | +8.0% | -13.0% | -6.4% |
| 30D | -25.8% | +15.4% | -41.2% | -28.0% |
| 3M | -6.9% | +28.5% | -35.4% | -12.3% |
| 6M | +50.0% | +32.2% | +17.8% | +39.7% |
| YTD | +66.9% | +9.2% | +57.8% | +60.2% |
| 1Y | +58.3% | +30.8% | +27.5% | +45.1% |
| 3Y | +145.1% | +3.7% | +141.4% | +121.0% |
| 5Y | +114.2% | -64.8% | +179.0% | +166.4% |
| All | +114.2% | -65.0% | +179.2% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling