+85.1%
NTAP vs ELAN
+1.9%
+83.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.2% |
| 7D | +2.2% | -4.6% | +6.8% | +2.5% |
| 30D | -7.0% | +5.7% | -12.7% | -7.5% |
| 3M | +12.3% | -3.9% | +16.2% | +12.3% |
| 6M | +85.1% | -1.6% | +86.8% | +84.0% |
| All | +85.1% | +1.9% | +83.2% | +84.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling