+572.8%
NTAP vs ELV
+258.8%
+314.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | +12.3% | -6.1% | +18.4% | +14.0% |
| 6M | +85.1% | +42.8% | +42.3% | +67.5% |
| YTD | +74.8% | +14.4% | +60.4% | +66.7% |
| 1Y | +52.7% | +28.6% | +24.1% | +40.5% |
| 3Y | +147.7% | -7.4% | +155.1% | +142.5% |
| 5Y | +124.8% | +14.5% | +110.3% | +98.7% |
| All | +572.8% | +258.8% | +314.0% | +304.3% |
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