+153.5%
NTAP vs EXE
+21.0%
+132.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +3.3% | -1.8% | +5.0% | +3.6% |
| 30D | -0.2% | +6.4% | -6.6% | -1.2% |
| 3M | +11.4% | +9.2% | +2.1% | +9.7% |
| 6M | +88.7% | -7.0% | +95.7% | +90.8% |
| YTD | +78.9% | -9.5% | +88.4% | +81.7% |
| 1Y | +58.8% | +6.2% | +52.6% | +54.4% |
| 3Y | +153.5% | +20.7% | +132.8% | +142.8% |
| All | +153.5% | +21.0% | +132.6% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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