+136.7%
NTAP vs ENB
+71.0%
+65.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +3.3% | -0.5% | +3.7% | +3.4% |
| 30D | -0.2% | -0.2% | 0.0% | -0.1% |
| 3M | +11.4% | -7.5% | +18.9% | +14.3% |
| 6M | +88.7% | -4.1% | +92.8% | +90.4% |
| YTD | +78.9% | +9.8% | +69.1% | +70.6% |
| 1Y | +58.8% | +8.7% | +50.1% | +51.8% |
| 3Y | +153.5% | +79.0% | +74.5% | +86.7% |
| 5Y | +136.7% | +69.1% | +67.6% | +80.9% |
| All | +136.7% | +71.0% | +65.7% | +80.9% |
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