+590.2%
NTAP vs ES
+85.1%
+505.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.3% | +1.4% | +1.9% | +3.0% |
| 30D | -0.2% | -1.2% | +1.0% | 0.0% |
| 3M | +11.4% | +5.0% | +6.4% | +10.0% |
| 6M | +88.7% | -2.8% | +91.5% | +89.2% |
| YTD | +78.9% | +8.6% | +70.3% | +74.5% |
| 1Y | +58.8% | +18.9% | +39.9% | +50.6% |
| 3Y | +153.5% | +32.1% | +121.4% | +128.8% |
| 5Y | +136.7% | -5.1% | +141.8% | +134.9% |
| 10Y | +590.2% | +84.2% | +506.0% | +489.6% |
| All | +590.2% | +85.1% | +505.1% | +489.6% |
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