+122.8%
NTAP vs ET
+241.7%
-118.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.0% | +1.4% | -2.3% | -1.5% |
| 30D | -7.5% | +4.6% | -12.1% | -9.2% |
| 3M | +14.6% | +16.0% | -1.4% | +7.7% |
| 6M | +91.0% | +22.8% | +68.2% | +74.6% |
| YTD | +73.7% | +38.9% | +34.8% | +50.4% |
| 1Y | +51.2% | +34.1% | +17.1% | +32.8% |
| 3Y | +146.1% | +98.8% | +47.3% | +83.9% |
| 5Y | +122.8% | +246.8% | -124.0% | +40.3% |
| All | +122.8% | +241.7% | -118.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling