+19,691.7%
NTAP vs ES
+702.2%
+18,989.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.5% | -2.0% | +1.4% | +0.1% |
| 3M | +4.1% | +1.7% | +2.4% | +3.1% |
| 6M | +88.0% | -3.5% | +91.5% | +88.8% |
| YTD | +75.6% | +7.9% | +67.7% | +69.1% |
| 1Y | +58.9% | +17.2% | +41.8% | +47.5% |
| 3Y | +153.6% | +29.3% | +124.3% | +119.9% |
| 5Y | +127.6% | -5.7% | +133.4% | +119.7% |
| 10Y | +580.4% | +85.2% | +495.2% | +378.1% |
| All | +19,691.7% | +702.2% | +18,989.6% | +7,929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling