+625.8%
NTAP vs EME
+1,362.1%
-736.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +6.7% |
| 7D | +7.4% | +3.5% | +3.9% | +5.9% |
| 30D | -1.4% | -6.3% | +5.0% | +1.3% |
| 3M | +24.6% | -3.8% | +28.3% | +24.8% |
| 6M | +105.9% | +8.5% | +97.4% | +93.5% |
| YTD | +88.5% | +27.8% | +60.7% | +63.4% |
| 1Y | +62.1% | +22.2% | +39.9% | +40.4% |
| 3Y | +169.1% | +253.5% | -84.4% | +33.7% |
| 5Y | +141.9% | +578.6% | -436.8% | -15.7% |
| All | +625.8% | +1,362.1% | -736.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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