+143.4%
NTAP vs ELAN
-30.9%
+174.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.2% | +8.3% |
| 7D | +7.4% | -5.4% | +12.8% | +8.6% |
| 30D | -1.4% | +4.7% | -6.1% | -2.4% |
| 3M | +24.6% | -3.7% | +28.2% | +24.9% |
| 6M | +105.9% | -1.2% | +107.1% | +103.5% |
| YTD | +88.5% | +2.4% | +86.1% | +84.9% |
| 1Y | +62.1% | +23.4% | +38.7% | +52.3% |
| 3Y | +169.1% | +96.7% | +72.4% | +114.2% |
| All | +143.4% | -30.9% | +174.3% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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