+115.0%
NTAP vs EXE
+66.0%
+49.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -7.8% | -2.2% | -5.5% | -7.4% |
| 30D | -25.8% | -0.3% | -25.5% | -25.7% |
| 3M | -11.2% | -9.3% | -1.9% | -9.8% |
| 6M | +49.9% | -7.2% | +57.2% | +51.5% |
| YTD | +66.9% | -18.9% | +85.8% | +72.2% |
| 1Y | +58.8% | -21.7% | +80.5% | +64.8% |
| 3Y | +140.8% | +21.0% | +119.8% | +127.9% |
| 5Y | +115.0% | +76.0% | +39.0% | +91.2% |
| All | +115.0% | +66.0% | +49.0% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling