+124.8%
NTAP vs ETR
+122.8%
+2.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | -7.0% | +2.0% | -9.1% | -7.3% |
| 3M | +12.3% | -1.7% | +14.0% | +12.5% |
| 6M | +85.1% | +3.6% | +81.5% | +83.4% |
| YTD | +74.8% | +18.0% | +56.7% | +69.4% |
| 1Y | +52.7% | +26.2% | +26.4% | +46.3% |
| 3Y | +147.7% | +148.0% | -0.3% | +111.5% |
| 5Y | +124.8% | +126.1% | -1.3% | +88.6% |
| All | +124.8% | +122.8% | +2.0% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling