+131.4%
NTAP vs INDA
+9.0%
+122.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +9.9% | +3.1% | +6.8% | +7.7% |
| 30D | -22.1% | +9.1% | -31.3% | -26.8% |
| 3M | -7.7% | +3.2% | -10.9% | -9.8% |
| 6M | +60.9% | +8.5% | +52.5% | +51.6% |
| YTD | +76.4% | -4.6% | +81.1% | +82.4% |
| 1Y | +69.3% | -5.5% | +74.9% | +76.2% |
| 3Y | +154.6% | +16.7% | +137.9% | +121.3% |
| 5Y | +131.4% | +9.0% | +122.5% | +108.1% |
| All | +131.4% | +9.0% | +122.4% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling