+68.1%
NTAP vs ELV
+42.6%
+25.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -2.3% |
| 7D | -16.1% | +4.8% | -20.9% | -16.6% |
| 30D | -15.9% | +10.1% | -26.0% | -17.3% |
| 3M | -1.2% | +15.4% | -16.6% | -3.6% |
| 6M | +70.1% | +17.7% | +52.3% | +66.6% |
| YTD | +77.9% | +25.7% | +52.3% | +72.3% |
| 1Y | +68.1% | +39.9% | +28.3% | +59.6% |
| All | +68.1% | +42.6% | +25.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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