+572.0%
NTAP vs ES
+85.7%
+486.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | -15.1% | +1.9% | -16.9% | -15.5% |
| 30D | -28.1% | +7.1% | -35.1% | -29.2% |
| 3M | -11.4% | -1.9% | -9.5% | -11.3% |
| 6M | +52.2% | +4.4% | +47.9% | +50.0% |
| YTD | +60.4% | +7.3% | +53.1% | +56.6% |
| 1Y | +51.0% | +2.1% | +48.9% | +48.6% |
| 3Y | +135.6% | +41.8% | +93.7% | +108.4% |
| 5Y | +107.5% | +1.4% | +106.1% | +101.1% |
| All | +572.0% | +85.7% | +486.3% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling