+19,472.4%
NTAP vs EXPD
+15,912.7%
+3,559.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +2.7% |
| 7D | -2.4% | -1.6% | -0.9% | -1.5% |
| 30D | -23.4% | +0.6% | -24.0% | -23.6% |
| 3M | -7.5% | +9.8% | -17.3% | -11.6% |
| 6M | +56.4% | +25.8% | +30.6% | +39.9% |
| YTD | +73.6% | +31.3% | +42.4% | +51.3% |
| 1Y | +68.4% | +40.9% | +27.5% | +41.8% |
| 3Y | +150.6% | +74.7% | +75.9% | +86.4% |
| 5Y | +122.5% | +62.9% | +59.6% | +68.1% |
| 10Y | +589.7% | +334.3% | +255.4% | +224.5% |
| All | +19,472.4% | +15,912.7% | +3,559.7% | +2,755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling