+590.2%
NTAP vs M
-6.4%
+596.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +3.3% | +2.4% | +0.9% | +2.7% |
| 30D | -0.2% | -11.6% | +11.4% | +2.1% |
| 3M | +11.4% | +1.6% | +9.8% | +10.5% |
| 6M | +88.7% | +25.2% | +63.5% | +78.7% |
| YTD | +78.9% | +3.8% | +75.2% | +75.4% |
| 1Y | +58.8% | +36.3% | +22.5% | +46.9% |
| 3Y | +153.5% | +116.3% | +37.2% | +104.3% |
| 5Y | +136.7% | +28.2% | +108.6% | +100.2% |
| 10Y | +590.2% | -3.4% | +593.6% | +417.1% |
| All | +590.2% | -6.4% | +596.5% | +417.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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