+105.8%
NTAP vs ELF
+273.9%
-168.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.9% |
| 7D | -15.1% | +4.0% | -19.0% | -15.5% |
| 30D | -28.1% | +10.6% | -38.7% | -29.1% |
| 3M | -11.4% | +25.8% | -37.3% | -14.6% |
| 6M | +52.2% | +89.1% | -36.8% | +37.2% |
| YTD | +60.4% | +52.7% | +7.7% | +47.8% |
| 1Y | +51.0% | +51.7% | -0.7% | +38.9% |
| 3Y | +135.6% | +14.2% | +121.3% | +103.0% |
| All | +105.8% | +273.9% | -168.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling