+149.5%
NTAP vs EWJ
+66.4%
+83.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | +7.2% | +4.0% | +3.2% | +4.0% |
| 30D | -18.4% | -4.3% | -14.1% | -15.3% |
| 3M | -11.3% | -6.8% | -4.5% | -6.1% |
| 6M | +53.8% | -0.9% | +54.7% | +55.4% |
| YTD | +72.0% | +14.3% | +57.7% | +54.2% |
| 1Y | +68.0% | +15.3% | +52.7% | +49.5% |
| 3Y | +149.5% | +65.6% | +83.9% | +74.4% |
| All | +149.5% | +66.4% | +83.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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