+122.8%
NTAP vs EXEL
+192.6%
-69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -7.5% | +11.9% | -19.4% | -9.0% |
| 3M | +14.6% | +9.2% | +5.4% | +12.9% |
| 6M | +91.0% | +39.1% | +51.9% | +80.5% |
| YTD | +73.7% | +31.0% | +42.7% | +65.4% |
| 1Y | +51.2% | +52.3% | -1.1% | +40.1% |
| 3Y | +146.1% | +159.7% | -13.6% | +101.7% |
| 5Y | +122.8% | +187.7% | -64.9% | +74.5% |
| All | +122.8% | +192.6% | -69.7% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling