+589.7%
NTAP vs ENB
+98.3%
+491.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -7.0% | -1.1% | -6.0% | -6.5% |
| 3M | +12.3% | -8.5% | +20.8% | +16.6% |
| 6M | +85.1% | -4.5% | +89.7% | +87.9% |
| YTD | +74.8% | +9.1% | +65.7% | +66.3% |
| 1Y | +52.7% | +8.0% | +44.7% | +45.7% |
| 3Y | +147.7% | +77.8% | +69.8% | +82.2% |
| 5Y | +124.8% | +69.4% | +55.4% | +68.1% |
| 10Y | +589.7% | +100.5% | +489.2% | +343.1% |
| All | +589.7% | +98.3% | +491.4% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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