+140.8%
NTAP vs EXEL
+236.1%
-95.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -7.8% | -2.4% | -5.4% | -7.6% |
| 30D | -25.8% | +17.9% | -43.7% | -26.6% |
| 3M | -11.2% | +33.3% | -44.5% | -13.1% |
| 6M | +49.9% | +46.6% | +3.4% | +44.9% |
| YTD | +66.9% | +61.0% | +5.8% | +59.0% |
| 1Y | +58.8% | +70.4% | -11.6% | +50.3% |
| 3Y | +140.8% | +236.1% | -95.3% | +104.7% |
| All | +140.8% | +236.1% | -95.3% | +104.7% |
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