+568.7%
NTAP vs ELV
+278.2%
+290.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -2.1% |
| 7D | -1.0% | +0.9% | -1.8% | -1.2% |
| 30D | -7.5% | +7.2% | -14.7% | -9.3% |
| 3M | +14.6% | +3.4% | +11.2% | +13.3% |
| 6M | +91.0% | +48.6% | +42.4% | +70.9% |
| YTD | +73.7% | +20.6% | +53.1% | +63.3% |
| 1Y | +51.2% | +38.5% | +12.7% | +36.3% |
| 3Y | +146.1% | -2.4% | +148.5% | +137.5% |
| 5Y | +122.8% | +25.3% | +97.5% | +91.4% |
| All | +568.7% | +278.2% | +290.4% | +296.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling