+528.5%
NTAP vs INDA
+115.1%
+413.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | -0.5% | -0.8% | +0.3% | -0.2% |
| 3M | +4.1% | +3.9% | +0.1% | +1.9% |
| 6M | +88.0% | -0.7% | +88.7% | +88.0% |
| YTD | +75.6% | -7.7% | +83.2% | +82.7% |
| 1Y | +58.9% | -5.1% | +64.0% | +62.7% |
| 3Y | +153.6% | +13.6% | +139.9% | +135.9% |
| 5Y | +127.6% | +7.8% | +119.8% | +117.4% |
| 10Y | +580.4% | +84.6% | +495.7% | +388.3% |
| All | +528.5% | +115.1% | +413.3% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling