+19,691.7%
NTAP vs EXPD
+15,436.2%
+4,255.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -0.8% | -1.1% | +0.4% | -0.2% |
| 30D | -0.5% | +4.1% | -4.6% | -2.5% |
| 3M | +4.1% | +17.9% | -13.8% | -4.0% |
| 6M | +88.0% | +29.2% | +58.7% | +65.5% |
| YTD | +75.6% | +27.4% | +48.2% | +55.1% |
| 1Y | +58.9% | +56.8% | +2.1% | +26.2% |
| 3Y | +153.6% | +68.0% | +85.5% | +91.8% |
| 5Y | +127.6% | +61.9% | +65.8% | +71.8% |
| 10Y | +580.4% | +316.0% | +264.4% | +226.3% |
| All | +19,691.7% | +15,436.2% | +4,255.5% | +2,827.7% |
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