+153.5%
NTAP vs EVRG
+72.7%
+80.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.0% |
| 7D | +3.3% | +0.9% | +2.4% | +3.3% |
| 30D | -0.2% | -0.5% | +0.3% | -0.3% |
| 3M | +11.4% | +1.5% | +9.9% | +11.4% |
| 6M | +88.7% | +1.2% | +87.5% | +88.7% |
| YTD | +78.9% | +16.3% | +62.6% | +78.5% |
| 1Y | +58.8% | +20.3% | +38.6% | +58.3% |
| 3Y | +153.5% | +72.3% | +81.2% | +150.4% |
| All | +153.5% | +72.7% | +80.8% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling