+136.7%
NTAP vs EMB
+7.3%
+129.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +3.3% | +0.3% | +3.0% | +2.9% |
| 30D | -0.2% | -0.5% | +0.3% | +0.3% |
| 3M | +11.4% | +0.3% | +11.1% | +11.0% |
| 6M | +88.7% | +1.2% | +87.5% | +86.4% |
| YTD | +78.9% | +1.5% | +77.5% | +76.3% |
| 1Y | +58.8% | +4.8% | +54.0% | +51.3% |
| 3Y | +153.5% | +30.4% | +123.2% | +97.1% |
| 5Y | +136.7% | +7.3% | +129.5% | +115.9% |
| All | +136.7% | +7.3% | +129.4% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling