+527.6%
NTAP vs ELF
+393.8%
+133.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -7.8% | +6.3% | -14.0% | -8.6% |
| 30D | -25.8% | +8.5% | -34.3% | -26.7% |
| 3M | -11.2% | +24.4% | -35.7% | -14.3% |
| 6M | +49.9% | +94.7% | -44.8% | +34.3% |
| YTD | +66.9% | +55.9% | +11.0% | +53.0% |
| 1Y | +58.8% | +48.4% | +10.4% | +46.5% |
| 3Y | +140.8% | +24.6% | +116.2% | +110.8% |
| 5Y | +115.0% | +285.0% | -170.0% | +49.5% |
| 10Y | +570.8% | +357.2% | +213.6% | +308.3% |
| All | +527.6% | +393.8% | +133.8% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling