+19,691.7%
NTAP vs EVRG
+1,023.5%
+18,668.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -0.5% | -1.0% | +0.5% | -0.2% |
| 3M | +4.1% | +0.4% | +3.7% | +3.6% |
| 6M | +88.0% | -0.8% | +88.8% | +87.4% |
| YTD | +75.6% | +15.3% | +60.2% | +64.4% |
| 1Y | +58.9% | +17.9% | +41.0% | +47.2% |
| 3Y | +153.6% | +71.9% | +81.6% | +97.6% |
| 5Y | +127.6% | +45.3% | +82.4% | +87.2% |
| 10Y | +580.4% | +113.1% | +467.3% | +353.3% |
| All | +19,691.7% | +1,023.5% | +18,668.2% | +5,804.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling