+68.0%
NTAP vs ETR
+19.3%
+48.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.2% | +1.2% | +6.0% | +7.2% |
| 30D | -18.4% | +7.0% | -25.4% | -18.2% |
| 3M | -11.3% | +4.6% | -15.9% | -11.4% |
| 6M | +53.8% | +0.1% | +53.6% | +53.9% |
| YTD | +72.0% | +23.2% | +48.8% | +65.8% |
| 1Y | +68.0% | +20.6% | +47.4% | +62.2% |
| All | +68.0% | +19.3% | +48.7% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling