+218.8%
NTAP vs EQH
+226.9%
-8.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | -7.0% | -1.1% | -5.9% | -6.7% |
| 3M | +12.3% | +25.0% | -12.7% | +1.0% |
| 6M | +85.1% | +33.9% | +51.2% | +59.9% |
| YTD | +74.8% | +11.6% | +63.2% | +63.5% |
| 1Y | +52.7% | +1.5% | +51.2% | +48.4% |
| 3Y | +147.7% | +96.7% | +50.9% | +73.3% |
| 5Y | +124.8% | +93.9% | +30.9% | +53.9% |
| All | +218.8% | +226.9% | -8.1% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling