+147.5%
NTAP vs ES
+29.7%
+117.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -0.5% | -2.0% | +1.4% | -0.6% |
| 3M | +4.1% | +1.7% | +2.4% | +4.1% |
| 6M | +88.0% | -3.5% | +91.5% | +88.5% |
| YTD | +75.6% | +7.9% | +67.7% | +75.2% |
| 1Y | +58.9% | +17.2% | +41.8% | +57.9% |
| All | +147.5% | +29.7% | +117.8% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling