+606.1%
NTAP vs ESI
+313.2%
+292.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | +3.3% | +5.4% | -2.1% | +1.2% |
| 30D | -0.2% | -4.2% | +4.0% | +1.3% |
| 3M | +11.4% | -9.6% | +21.0% | +14.2% |
| 6M | +88.7% | +18.3% | +70.4% | +71.0% |
| YTD | +78.9% | +45.8% | +33.1% | +47.7% |
| 1Y | +58.8% | +39.2% | +19.7% | +33.3% |
| 3Y | +153.5% | +86.3% | +67.3% | +85.2% |
| 5Y | +136.7% | +76.2% | +60.5% | +72.9% |
| All | +606.1% | +313.2% | +292.9% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling