+131.4%
NTAP vs ES
+6.0%
+125.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.6% |
| 7D | +9.9% | -1.1% | +10.9% | +9.9% |
| 30D | -22.1% | +8.2% | -30.4% | -22.6% |
| 3M | -7.7% | +0.6% | -8.3% | -7.7% |
| 6M | +60.9% | +6.0% | +55.0% | +60.0% |
| YTD | +76.4% | +9.3% | +67.1% | +74.5% |
| 1Y | +69.3% | +1.1% | +68.2% | +68.7% |
| 3Y | +154.6% | +51.9% | +102.7% | +134.5% |
| 5Y | +131.4% | +6.5% | +125.0% | +127.3% |
| All | +131.4% | +6.0% | +125.5% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling