+570.8%
NTAP vs EXPD
+329.8%
+240.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -7.8% | -7.4% | -0.4% | -3.6% |
| 30D | -25.8% | -2.1% | -23.7% | -24.8% |
| 3M | -11.2% | +5.7% | -16.9% | -13.9% |
| 6M | +49.9% | +21.4% | +28.6% | +34.3% |
| YTD | +66.9% | +27.6% | +39.2% | +44.4% |
| 1Y | +58.8% | +36.1% | +22.7% | +32.5% |
| 3Y | +140.8% | +69.9% | +71.0% | +71.7% |
| 5Y | +115.0% | +59.7% | +55.3% | +55.1% |
| 10Y | +570.8% | +323.0% | +247.7% | +195.4% |
| All | +570.8% | +329.8% | +240.9% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling