+149.4%
NTAP vs EME
+240.3%
-90.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.6% |
| 7D | +2.2% | +2.7% | -0.5% | +1.4% |
| 30D | -7.0% | -6.8% | -0.2% | -5.1% |
| 3M | +12.3% | -8.8% | +21.1% | +14.8% |
| 6M | +85.1% | +5.0% | +80.1% | +78.3% |
| YTD | +74.8% | +23.5% | +51.3% | +57.8% |
| 1Y | +52.7% | +21.3% | +31.4% | +35.2% |
| All | +149.4% | +240.3% | -90.9% | +55.8% |
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