+143.4%
NTAP vs EWJ
+50.5%
+92.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +6.8% |
| 7D | +7.4% | +0.3% | +7.1% | +7.2% |
| 30D | -1.4% | +0.8% | -2.2% | -1.9% |
| 3M | +24.6% | +7.5% | +17.1% | +17.2% |
| 6M | +105.9% | +15.6% | +90.3% | +81.9% |
| YTD | +88.5% | +22.7% | +65.8% | +57.7% |
| 1Y | +62.1% | +26.4% | +35.7% | +32.0% |
| 3Y | +169.1% | +72.5% | +96.5% | +64.9% |
| All | +143.4% | +50.5% | +92.8% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling