+572.8%
NTAP vs ETR
+303.8%
+269.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -7.0% | +2.0% | -9.1% | -7.5% |
| 3M | +12.3% | -1.7% | +14.0% | +12.7% |
| 6M | +85.1% | +3.6% | +81.5% | +82.2% |
| YTD | +74.8% | +18.0% | +56.7% | +65.7% |
| 1Y | +52.7% | +26.2% | +26.4% | +41.9% |
| 3Y | +147.7% | +148.0% | -0.3% | +85.3% |
| 5Y | +124.8% | +126.1% | -1.3% | +71.0% |
| All | +572.8% | +303.8% | +269.0% | +365.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling