+388.2%
NTAP vs EXEL
+273.2%
+115.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.8% | +8.4% | -9.1% | -2.5% |
| 30D | -0.5% | +4.1% | -4.6% | -1.7% |
| 3M | +4.1% | +12.4% | -8.3% | +1.1% |
| 6M | +88.0% | +41.5% | +46.4% | +73.2% |
| YTD | +75.6% | +34.6% | +40.9% | +63.2% |
| 1Y | +58.9% | +57.9% | +1.0% | +42.1% |
| 3Y | +153.6% | +159.5% | -5.9% | +98.2% |
| 5Y | +127.6% | +198.5% | -70.8% | +69.6% |
| 10Y | +580.4% | +411.4% | +169.0% | +300.8% |
| All | +388.2% | +273.2% | +115.1% | +59.9% |
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