+149.5%
NTAP vs EME
+216.1%
-66.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.2% | +8.4% | -1.2% | +4.3% |
| 30D | -18.4% | -11.5% | -6.9% | -15.2% |
| 3M | -11.3% | -20.6% | +9.3% | -4.7% |
| 6M | +53.8% | -28.5% | +82.3% | +70.2% |
| YTD | +72.0% | +8.0% | +64.0% | +61.5% |
| 1Y | +68.0% | +6.8% | +61.3% | +58.4% |
| 3Y | +149.5% | +213.9% | -64.4% | +52.1% |
| All | +149.5% | +216.1% | -66.6% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling