+19,285.3%
NTAP vs EVRG
+1,123.3%
+18,162.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +7.2% | +1.4% | +5.8% | +6.6% |
| 30D | -18.4% | +7.4% | -25.8% | -20.8% |
| 3M | -11.3% | +7.2% | -18.5% | -13.9% |
| 6M | +53.8% | +9.5% | +44.3% | +47.4% |
| YTD | +72.0% | +25.6% | +46.4% | +55.4% |
| 1Y | +68.0% | +20.4% | +47.7% | +54.3% |
| 3Y | +149.5% | +108.8% | +40.7% | +79.6% |
| 5Y | +125.6% | +68.0% | +57.6% | +74.6% |
| 10Y | +583.1% | +124.6% | +458.5% | +345.2% |
| All | +19,285.3% | +1,123.3% | +18,162.1% | +5,479.8% |
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