+68.1%
NTAP vs EOSE
-85.5%
+153.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.6% | -14.3% | -2.2% |
| 7D | -16.1% | +9.7% | -25.8% | -16.5% |
| 30D | -15.9% | -34.6% | +18.6% | -15.0% |
| 3M | -1.2% | -50.8% | +49.6% | +0.7% |
| 6M | +70.1% | -66.5% | +136.5% | +73.2% |
| YTD | +77.9% | -81.3% | +159.3% | +83.5% |
| 1Y | +68.1% | -84.8% | +153.0% | +75.0% |
| All | +68.1% | -85.5% | +153.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling