+305.3%
NTAP vs EQX
+232.0%
+73.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.4% |
| 7D | +7.4% | -3.2% | +10.6% | +7.6% |
| 30D | -1.4% | +7.8% | -9.1% | -2.0% |
| 3M | +24.6% | +21.3% | +3.2% | +22.6% |
| 6M | +105.9% | -22.4% | +128.3% | +107.8% |
| YTD | +88.5% | -11.3% | +99.8% | +88.1% |
| 1Y | +62.1% | +13.5% | +48.6% | +58.7% |
| 3Y | +169.1% | +162.1% | +6.9% | +144.3% |
| 5Y | +141.9% | +84.2% | +57.7% | +117.0% |
| All | +305.3% | +232.0% | +73.3% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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