+18,718.9%
NTAP vs EL
+1,816.2%
+16,902.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.2% | +3.2% |
| 7D | -5.0% | +8.0% | -13.0% | -7.2% |
| 30D | -25.8% | +15.4% | -41.2% | -29.2% |
| 3M | -6.9% | +28.5% | -35.4% | -15.2% |
| 6M | +50.0% | +32.2% | +17.8% | +34.6% |
| YTD | +66.9% | +9.2% | +57.8% | +56.0% |
| 1Y | +58.3% | +30.8% | +27.5% | +39.0% |
| 3Y | +145.1% | +3.7% | +141.4% | +116.9% |
| 5Y | +114.2% | -64.8% | +179.0% | +166.1% |
| 10Y | +576.6% | +60.0% | +516.5% | +389.2% |
| All | +18,718.9% | +1,816.2% | +16,902.7% | +4,885.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling