+143.4%
NTAP vs EQH
+102.2%
+41.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.0% |
| 7D | +7.4% | +0.7% | +6.7% | +7.1% |
| 30D | -1.4% | +2.8% | -4.2% | -2.6% |
| 3M | +24.6% | +23.1% | +1.5% | +13.7% |
| 6M | +105.9% | +41.4% | +64.5% | +75.3% |
| YTD | +88.5% | +14.3% | +74.3% | +75.9% |
| 1Y | +62.1% | +1.6% | +60.5% | +58.8% |
| 3Y | +169.1% | +102.7% | +66.3% | +88.7% |
| All | +143.4% | +102.2% | +41.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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