+12,883.4%
NTAP vs EWJ
+156.6%
+12,726.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -0.8% | +2.5% | -3.3% | -2.8% |
| 30D | -0.5% | +3.3% | -3.8% | -3.3% |
| 3M | +4.1% | +5.0% | -0.9% | -0.4% |
| 6M | +88.0% | +11.5% | +76.4% | +69.7% |
| YTD | +75.6% | +22.4% | +53.2% | +46.5% |
| 1Y | +58.9% | +30.2% | +28.7% | +25.8% |
| 3Y | +153.6% | +72.8% | +80.8% | +57.3% |
| 5Y | +127.6% | +54.1% | +73.5% | +55.2% |
| 10Y | +580.4% | +140.6% | +439.8% | +229.8% |
| All | +12,883.4% | +156.6% | +12,726.7% | +4,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling