+560.3%
NTAP vs ELF
+357.0%
+203.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -0.8% | +5.4% | -6.1% | -1.6% |
| 30D | -0.5% | +27.0% | -27.5% | -4.3% |
| 3M | +4.1% | +113.2% | -109.1% | -7.7% |
| 6M | +88.0% | +36.6% | +51.4% | +77.0% |
| YTD | +75.6% | +44.2% | +31.3% | +63.0% |
| 1Y | +58.9% | -18.0% | +76.9% | +58.6% |
| 3Y | +153.6% | -19.9% | +173.5% | +137.5% |
| 5Y | +127.6% | +257.7% | -130.1% | +59.9% |
| All | +560.3% | +357.0% | +203.4% | +307.3% |
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