+202.9%
NTAP vs EXE
+163.8%
+39.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | -23.4% | -0.2% | -23.2% | -23.4% |
| 3M | -7.5% | -9.2% | +1.7% | -6.0% |
| 6M | +56.4% | -7.2% | +63.6% | +58.0% |
| YTD | +73.6% | -18.3% | +91.9% | +79.0% |
| 1Y | +68.4% | -23.6% | +92.0% | +75.6% |
| 3Y | +150.6% | +21.9% | +128.6% | +136.9% |
| 5Y | +122.5% | +73.7% | +48.8% | +96.0% |
| All | +202.9% | +163.8% | +39.2% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling