+562.2%
NTAP vs ELV
+268.6%
+293.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.2% | +1.0% | +6.2% | +6.9% |
| 30D | -18.4% | +0.4% | -18.7% | -18.6% |
| 3M | -11.3% | +8.4% | -19.7% | -13.4% |
| 6M | +53.8% | +8.4% | +45.3% | +49.7% |
| YTD | +72.0% | +24.4% | +47.6% | +60.2% |
| 1Y | +68.0% | +33.5% | +34.5% | +53.3% |
| 3Y | +149.5% | -2.1% | +151.6% | +140.9% |
| 5Y | +125.6% | +5.8% | +119.8% | +107.5% |
| All | +562.2% | +268.6% | +293.6% | +365.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling