+149.4%
NTAP vs ET
+97.4%
+52.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | +2.2% | +0.6% | +1.5% | +1.9% |
| 30D | -7.0% | +5.3% | -12.3% | -9.2% |
| 3M | +12.3% | +15.6% | -3.3% | +4.9% |
| 6M | +85.1% | +20.6% | +64.5% | +68.6% |
| YTD | +74.8% | +38.5% | +36.2% | +47.9% |
| 1Y | +52.7% | +35.7% | +17.0% | +30.4% |
| All | +149.4% | +97.4% | +52.1% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling