+625.8%
NTAP vs ET
+177.0%
+448.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.4% | +8.8% |
| 7D | +7.4% | +0.2% | +7.1% | +7.3% |
| 30D | -1.4% | +2.9% | -4.2% | -2.3% |
| 3M | +24.6% | +16.8% | +7.8% | +18.6% |
| 6M | +105.9% | +18.9% | +87.0% | +94.5% |
| YTD | +88.5% | +37.7% | +50.8% | +69.9% |
| 1Y | +62.1% | +32.4% | +29.7% | +47.7% |
| 3Y | +169.1% | +99.5% | +69.6% | +116.0% |
| 5Y | +141.9% | +244.0% | -102.1% | +64.3% |
| All | +625.8% | +177.0% | +448.8% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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