+124.8%
NTAP vs IT
-45.7%
+170.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +2.2% | -9.1% | +11.3% | +4.8% |
| 30D | -7.0% | -12.2% | +5.1% | -4.1% |
| 3M | +12.3% | +7.8% | +4.5% | +7.6% |
| 6M | +85.1% | +2.0% | +83.1% | +79.2% |
| YTD | +74.8% | -32.7% | +107.5% | +94.3% |
| 1Y | +52.7% | -31.1% | +83.8% | +67.1% |
| 3Y | +147.7% | -52.1% | +199.7% | +205.8% |
| 5Y | +124.8% | -46.3% | +171.1% | +151.4% |
| All | +124.8% | -45.7% | +170.5% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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