+557.3%
NTAP vs ELF
+317.0%
+240.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.7% |
| 7D | +2.2% | -6.8% | +9.0% | +3.2% |
| 30D | -7.0% | +5.1% | -12.1% | -7.9% |
| 3M | +12.3% | +79.8% | -67.5% | +2.1% |
| 6M | +85.1% | +29.7% | +55.4% | +75.6% |
| YTD | +74.8% | +31.6% | +43.2% | +64.4% |
| 1Y | +52.7% | -27.9% | +80.6% | +55.3% |
| 3Y | +147.7% | -26.4% | +174.1% | +134.8% |
| 5Y | +124.8% | +235.6% | -110.8% | +59.3% |
| All | +557.3% | +317.0% | +240.3% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling