+918.0%
NTAP vs EMB
+132.1%
+785.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.5% | -0.3% | -0.2% | -0.4% |
| 3M | +4.1% | -0.4% | +4.5% | +4.4% |
| 6M | +88.0% | +0.1% | +87.8% | +87.9% |
| YTD | +75.6% | +1.6% | +74.0% | +73.7% |
| 1Y | +58.9% | +5.6% | +53.3% | +53.0% |
| 3Y | +153.6% | +29.8% | +123.7% | +112.5% |
| 5Y | +127.6% | +7.3% | +120.4% | +115.2% |
| 10Y | +580.4% | +30.4% | +549.9% | +488.1% |
| All | +918.0% | +132.1% | +785.9% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling