+382.8%
NTAP vs EXEL
+347.1%
+35.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | -23.4% | +18.2% | -41.6% | -26.1% |
| 3M | -7.5% | +37.7% | -45.3% | -13.8% |
| 6M | +56.4% | +42.2% | +14.1% | +44.1% |
| YTD | +73.6% | +61.3% | +12.3% | +55.1% |
| 1Y | +68.4% | +64.5% | +3.9% | +49.6% |
| 3Y | +150.6% | +236.7% | -86.1% | +85.6% |
| 5Y | +122.5% | +296.3% | -173.8% | +56.3% |
| 10Y | +589.7% | +331.1% | +258.6% | +328.2% |
| All | +382.8% | +347.1% | +35.7% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling