+576.6%
NTAP vs ES
+82.6%
+494.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -25.8% | +5.7% | -31.5% | -26.8% |
| 3M | -6.9% | -2.8% | -4.1% | -6.6% |
| 6M | +50.0% | +7.0% | +43.0% | +47.0% |
| YTD | +66.9% | +6.8% | +60.2% | +63.1% |
| 1Y | +58.3% | -0.5% | +58.7% | +56.7% |
| 3Y | +145.1% | +47.2% | +98.0% | +114.1% |
| 5Y | +114.2% | +2.3% | +111.9% | +106.8% |
| 10Y | +576.6% | +85.6% | +490.9% | +519.7% |
| All | +576.6% | +82.6% | +494.0% | +519.7% |
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