+562.9%
NTAP vs ENB
+101.8%
+461.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -7.8% | -2.4% | -5.3% | -6.7% |
| 30D | -25.8% | +2.5% | -28.3% | -26.6% |
| 3M | -11.2% | -5.8% | -5.5% | -9.0% |
| 6M | +49.9% | -8.5% | +58.4% | +54.9% |
| YTD | +66.9% | +3.9% | +63.0% | +61.9% |
| 1Y | +58.8% | +3.7% | +55.1% | +54.1% |
| 3Y | +140.8% | +70.1% | +70.8% | +80.5% |
| 5Y | +115.0% | +53.2% | +61.8% | +68.3% |
| All | +562.9% | +101.8% | +461.0% | +319.5% |
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