+68.0%
NTAP vs ELF
+53.2%
+14.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.5% | -2.6% |
| 7D | +7.2% | +1.6% | +5.6% | +7.1% |
| 30D | -18.4% | +9.1% | -27.5% | -18.5% |
| 3M | -11.3% | +28.2% | -39.5% | -11.8% |
| 6M | +53.8% | +119.5% | -65.8% | +48.6% |
| YTD | +72.0% | +55.2% | +16.8% | +67.4% |
| 1Y | +68.0% | +58.6% | +9.4% | +63.5% |
| All | +68.0% | +53.2% | +14.8% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling