+568.7%
NTAP vs EVRG
+113.2%
+455.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | +14.6% | -1.0% | +15.6% | +14.8% |
| 6M | +91.0% | +1.0% | +90.0% | +89.5% |
| YTD | +73.7% | +15.1% | +58.6% | +65.1% |
| 1Y | +51.2% | +17.6% | +33.7% | +42.5% |
| 3Y | +146.1% | +70.5% | +75.7% | +102.1% |
| 5Y | +122.8% | +48.9% | +74.0% | +89.8% |
| All | +568.7% | +113.2% | +455.4% | +413.5% |
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