+52.7%
NTAP vs ESI
+38.0%
+14.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +2.2% | +3.9% | -1.7% | +1.2% |
| 30D | -7.0% | -3.8% | -3.3% | -6.2% |
| 3M | +12.3% | -13.1% | +25.4% | +15.0% |
| 6M | +85.1% | +11.3% | +73.8% | +71.9% |
| YTD | +74.8% | +44.1% | +30.7% | +41.0% |
| 1Y | +52.7% | +40.3% | +12.3% | +23.1% |
| All | +52.7% | +38.0% | +14.6% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling