+135.6%
NTAP vs ELF
+19.0%
+116.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.8% |
| 7D | -15.1% | +4.0% | -19.0% | -15.4% |
| 30D | -28.1% | +10.6% | -38.7% | -28.9% |
| 3M | -11.4% | +25.8% | -37.3% | -14.1% |
| 6M | +52.2% | +89.1% | -36.8% | +39.4% |
| YTD | +60.4% | +52.7% | +7.7% | +49.8% |
| 1Y | +51.0% | +51.7% | -0.7% | +40.8% |
| All | +135.6% | +19.0% | +116.6% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling