+131.4%
NTAP vs EVRG
+65.8%
+65.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.9% | +1.0% | +8.9% | +9.8% |
| 30D | -22.1% | +7.5% | -29.6% | -22.7% |
| 3M | -7.7% | +6.8% | -14.5% | -8.3% |
| 6M | +60.9% | +7.7% | +53.2% | +59.5% |
| YTD | +76.4% | +24.9% | +51.6% | +71.0% |
| 1Y | +69.3% | +18.1% | +51.2% | +65.5% |
| 3Y | +154.6% | +101.9% | +52.7% | +125.0% |
| 5Y | +131.4% | +67.0% | +64.5% | +115.4% |
| All | +131.4% | +65.8% | +65.6% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling