+149.4%
NTAP vs ELV
-7.6%
+157.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | +2.2% | -2.2% | +4.4% | +2.3% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | +12.3% | -6.1% | +18.4% | +12.7% |
| 6M | +85.1% | +42.8% | +42.3% | +83.6% |
| YTD | +74.8% | +14.4% | +60.4% | +74.3% |
| 1Y | +52.7% | +28.6% | +24.1% | +52.3% |
| All | +149.4% | -7.6% | +157.0% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling