+562.2%
NTAP vs EVRG
+124.6%
+437.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +7.2% | +1.4% | +5.8% | +6.8% |
| 30D | -18.4% | +7.4% | -25.8% | -20.2% |
| 3M | -11.3% | +7.2% | -18.5% | -13.2% |
| 6M | +53.8% | +9.5% | +44.3% | +49.0% |
| YTD | +72.0% | +25.6% | +46.4% | +59.2% |
| 1Y | +68.0% | +20.4% | +47.7% | +57.5% |
| 3Y | +149.5% | +108.8% | +40.7% | +91.8% |
| 5Y | +125.6% | +68.0% | +57.6% | +84.9% |
| All | +562.2% | +124.6% | +437.6% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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