+206.3%
NTAP vs EXE
+191.4%
+14.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -0.5% | +8.5% | -9.0% | -2.0% |
| 3M | +4.1% | +5.5% | -1.4% | +3.0% |
| 6M | +88.0% | -5.9% | +93.9% | +89.5% |
| YTD | +75.6% | -9.7% | +85.3% | +78.0% |
| 1Y | +58.9% | +3.6% | +55.3% | +56.1% |
| 3Y | +153.6% | +18.0% | +135.5% | +141.4% |
| 5Y | +127.6% | +109.4% | +18.2% | +92.5% |
| All | +206.3% | +191.4% | +14.9% | +128.7% |
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