+149.4%
NTAP vs EWJ
+70.3%
+79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.6% |
| 7D | +2.2% | +1.0% | +1.2% | +1.5% |
| 30D | -7.0% | +1.0% | -8.0% | -7.7% |
| 3M | +12.3% | +7.2% | +5.1% | +6.3% |
| 6M | +85.1% | +13.9% | +71.2% | +67.0% |
| YTD | +74.8% | +20.8% | +54.0% | +49.9% |
| 1Y | +52.7% | +26.4% | +26.3% | +26.1% |
| All | +149.4% | +70.3% | +79.2% | +62.7% |
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