+151.9%
NTAP vs ES
+50.8%
+101.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.7% | +4.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -23.4% | +6.7% | -30.2% | -23.2% |
| 3M | -7.5% | +0.3% | -7.9% | -7.4% |
| 6M | +56.4% | +7.4% | +49.0% | +56.7% |
| YTD | +73.6% | +8.4% | +65.2% | +73.8% |
| 1Y | +68.4% | +0.6% | +67.7% | +68.6% |
| All | +151.9% | +50.8% | +101.1% | +150.3% |
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