+20,069.3%
NTAP vs ETR
+2,633.3%
+17,436.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +3.3% | +1.4% | +1.8% | +2.9% |
| 30D | -0.2% | +1.9% | -2.1% | -0.8% |
| 3M | +11.4% | +1.0% | +10.4% | +10.9% |
| 6M | +88.7% | +4.8% | +83.8% | +84.9% |
| YTD | +78.9% | +19.5% | +59.4% | +68.7% |
| 1Y | +58.8% | +28.1% | +30.7% | +46.6% |
| 3Y | +153.5% | +151.1% | +2.4% | +88.5% |
| 5Y | +136.7% | +125.2% | +11.6% | +79.5% |
| 10Y | +590.2% | +291.1% | +299.1% | +332.7% |
| All | +20,069.3% | +2,633.3% | +17,436.0% | +13,218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling