+589.7%
NTAP vs EXEL
+378.5%
+211.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | -7.0% | +10.1% | -17.2% | -8.6% |
| 3M | +12.3% | +10.1% | +2.2% | +10.1% |
| 6M | +85.1% | +37.7% | +47.5% | +74.0% |
| YTD | +74.8% | +33.1% | +41.7% | +65.0% |
| 1Y | +52.7% | +52.4% | +0.3% | +40.3% |
| 3Y | +147.7% | +163.8% | -16.2% | +101.2% |
| 5Y | +124.8% | +198.5% | -73.7% | +75.7% |
| 10Y | +589.7% | +386.9% | +202.8% | +421.6% |
| All | +589.7% | +378.5% | +211.2% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling