+122.8%
NTAP vs EOSE
-70.2%
+193.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.4% |
| 7D | -1.0% | +14.0% | -15.0% | -1.8% |
| 30D | -7.5% | -5.9% | -1.6% | -7.4% |
| 3M | +14.6% | -34.3% | +48.9% | +16.5% |
| 6M | +91.0% | -37.8% | +128.8% | +92.7% |
| YTD | +73.7% | -65.2% | +138.9% | +79.2% |
| 1Y | +51.2% | -41.9% | +93.2% | +49.8% |
| 3Y | +146.1% | +44.6% | +101.6% | +114.0% |
| 5Y | +122.8% | -69.2% | +192.0% | +97.7% |
| All | +122.8% | -70.2% | +193.1% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling