+151.9%
NTAP vs ETR
+155.6%
-3.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -23.4% | +7.7% | -31.1% | -23.7% |
| 3M | -7.5% | +5.7% | -13.2% | -7.8% |
| 6M | +56.4% | -0.3% | +56.6% | +56.4% |
| YTD | +73.6% | +23.4% | +50.3% | +70.0% |
| 1Y | +68.4% | +18.5% | +49.9% | +65.4% |
| All | +151.9% | +155.6% | -3.7% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling