+56.4%
NTAP vs EMB
-2.1%
+58.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +3.9% |
| 7D | -2.4% | -0.4% | -2.0% | -1.8% |
| 30D | -23.4% | +1.1% | -24.5% | -24.1% |
| 3M | -7.5% | -2.0% | -5.5% | -3.3% |
| 6M | +56.4% | -1.9% | +58.3% | +64.8% |
| All | +56.4% | -2.1% | +58.5% | +64.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling