+714.3%
NTAP vs ET
+1,435.0%
-720.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -0.5% | +7.5% | -8.0% | -2.4% |
| 3M | +4.1% | +11.4% | -7.3% | +1.1% |
| 6M | +88.0% | +18.5% | +69.4% | +79.4% |
| YTD | +75.6% | +37.4% | +38.2% | +61.1% |
| 1Y | +58.9% | +30.9% | +28.0% | +47.5% |
| 3Y | +153.6% | +98.7% | +54.8% | +111.0% |
| 5Y | +127.6% | +230.7% | -103.1% | +65.1% |
| 10Y | +580.4% | +175.6% | +404.8% | +382.1% |
| All | +714.3% | +1,435.0% | -720.6% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling