+114.2%
NTAP vs ENB
+51.1%
+63.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.7% |
| 7D | -5.0% | -3.7% | -1.3% | -3.7% |
| 30D | -25.8% | +1.7% | -27.5% | -26.2% |
| 3M | -6.9% | -6.3% | -0.6% | -4.8% |
| 6M | +50.0% | -9.2% | +59.2% | +54.2% |
| YTD | +66.9% | +3.1% | +63.8% | +62.5% |
| 1Y | +58.3% | +3.4% | +54.9% | +53.7% |
| 3Y | +145.1% | +68.9% | +76.2% | +83.1% |
| 5Y | +114.2% | +51.7% | +62.5% | +71.8% |
| All | +114.2% | +51.1% | +63.1% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling