+149.5%
NTAP vs ENB
+79.0%
+70.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.5% | -2.2% | +1.7% | -0.2% |
| 3M | +4.1% | -10.5% | +14.6% | +5.8% |
| 6M | +88.0% | -5.1% | +93.0% | +88.6% |
| YTD | +75.6% | +9.0% | +66.6% | +70.8% |
| 1Y | +58.9% | +8.2% | +50.7% | +54.7% |
| All | +149.5% | +79.0% | +70.5% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling