+19,691.7%
NTAP vs ENB
+7,050.1%
+12,641.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.5% | -2.2% | +1.7% | +0.4% |
| 3M | +4.1% | -10.5% | +14.6% | +8.4% |
| 6M | +88.0% | -5.1% | +93.0% | +90.8% |
| YTD | +75.6% | +9.0% | +66.6% | +68.7% |
| 1Y | +58.9% | +8.2% | +50.7% | +52.9% |
| 3Y | +153.6% | +67.8% | +85.8% | +102.9% |
| 5Y | +127.6% | +69.4% | +58.3% | +80.8% |
| 10Y | +580.4% | +117.5% | +462.9% | +374.5% |
| All | +19,691.7% | +7,050.1% | +12,641.7% | +7,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling