+562.2%
NTAP vs ES
+98.2%
+464.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +7.2% | +2.7% | +4.5% | +6.6% |
| 30D | -18.4% | +7.6% | -26.0% | -19.7% |
| 3M | -11.3% | +0.5% | -11.8% | -11.6% |
| 6M | +53.8% | +7.6% | +46.2% | +50.6% |
| YTD | +72.0% | +10.2% | +61.7% | +66.9% |
| 1Y | +68.0% | +1.8% | +66.2% | +65.7% |
| 3Y | +149.5% | +55.4% | +94.1% | +115.0% |
| 5Y | +125.6% | +7.3% | +118.3% | +115.3% |
| All | +562.2% | +98.2% | +464.0% | +489.8% |
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