+589.7%
NTAP vs ESI
+323.9%
+265.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.1% | +2.4% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | -23.4% | -6.6% | -16.9% | -21.2% |
| 3M | -7.5% | -9.4% | +1.8% | -3.9% |
| 6M | +56.4% | -24.1% | +80.5% | +72.0% |
| YTD | +73.6% | +37.1% | +36.5% | +46.1% |
| 1Y | +68.4% | +24.5% | +43.8% | +47.4% |
| 3Y | +150.6% | +83.2% | +67.4% | +82.7% |
| 5Y | +122.5% | +44.0% | +78.5% | +74.7% |
| 10Y | +589.7% | +332.8% | +256.9% | +256.5% |
| All | +589.7% | +323.9% | +265.8% | +256.5% |
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