+169.1%
NTAP vs EXEL
+154.7%
+14.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.3% | +10.8% | +8.7% |
| 7D | +7.4% | -4.9% | +12.3% | +7.8% |
| 30D | -1.4% | +11.4% | -12.8% | -2.4% |
| 3M | +24.6% | +4.9% | +19.7% | +23.8% |
| 6M | +105.9% | +34.4% | +71.5% | +98.4% |
| YTD | +88.5% | +28.0% | +60.5% | +82.5% |
| 1Y | +62.1% | +43.6% | +18.5% | +54.5% |
| 3Y | +169.1% | +155.2% | +13.8% | +141.8% |
| All | +169.1% | +154.7% | +14.3% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling