+381.1%
NTAP vs EOSE
-57.1%
+438.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | +1.3% |
| 7D | +3.3% | +41.4% | -38.2% | +1.1% |
| 30D | -0.2% | +3.6% | -3.8% | -0.7% |
| 3M | +11.4% | -35.7% | +47.1% | +13.3% |
| 6M | +88.7% | -29.9% | +118.5% | +89.0% |
| YTD | +78.9% | -62.5% | +141.4% | +83.7% |
| 1Y | +58.8% | -37.4% | +96.2% | +56.8% |
| 3Y | +153.5% | +55.8% | +97.7% | +121.4% |
| 5Y | +136.7% | -67.8% | +204.5% | +102.3% |
| All | +381.1% | -57.1% | +438.2% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling