+17,983.5%
NTAP vs ES
+697.8%
+17,285.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | -15.1% | +1.9% | -16.9% | -15.8% |
| 30D | -28.1% | +7.1% | -35.1% | -30.0% |
| 3M | -11.4% | -1.9% | -9.5% | -11.2% |
| 6M | +52.2% | +4.4% | +47.9% | +48.5% |
| YTD | +60.4% | +7.3% | +53.1% | +54.2% |
| 1Y | +51.0% | +2.1% | +48.9% | +47.0% |
| 3Y | +135.6% | +41.8% | +93.7% | +97.0% |
| 5Y | +107.5% | +1.4% | +106.1% | +94.0% |
| 10Y | +608.6% | +86.8% | +521.9% | +394.0% |
| All | +17,983.5% | +697.8% | +17,285.7% | +7,220.0% |
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