+568.7%
NTAP vs ETR
+298.4%
+270.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -7.5% | -0.2% | -7.3% | -7.4% |
| 3M | +14.6% | -3.7% | +18.4% | +15.6% |
| 6M | +91.0% | +2.1% | +88.9% | +88.7% |
| YTD | +73.7% | +16.5% | +57.2% | +65.3% |
| 1Y | +51.2% | +22.5% | +28.7% | +41.7% |
| 3Y | +146.1% | +144.7% | +1.5% | +84.8% |
| 5Y | +122.8% | +125.2% | -2.4% | +69.5% |
| All | +568.7% | +298.4% | +270.3% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling