+562.2%
NTAP vs INDA
+115.4%
+446.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.2% | +1.1% | +6.1% | +6.5% |
| 30D | -18.4% | +9.4% | -27.8% | -23.0% |
| 3M | -11.3% | +2.9% | -14.3% | -13.2% |
| 6M | +53.8% | +7.2% | +46.5% | +46.6% |
| YTD | +72.0% | -4.8% | +76.8% | +76.3% |
| 1Y | +68.0% | -5.1% | +73.1% | +72.4% |
| 3Y | +149.5% | +16.7% | +132.8% | +123.9% |
| 5Y | +125.6% | +8.8% | +116.8% | +110.8% |
| All | +562.2% | +115.4% | +446.8% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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