+58.8%
NTAP vs M
+31.9%
+26.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +3.3% | +2.4% | +0.9% | +2.9% |
| 30D | -0.2% | -11.6% | +11.4% | +1.3% |
| 3M | +11.4% | +1.6% | +9.8% | +10.6% |
| 6M | +88.7% | +25.2% | +63.5% | +78.3% |
| YTD | +78.9% | +3.8% | +75.2% | +76.4% |
| 1Y | +58.8% | +36.3% | +22.5% | +39.6% |
| All | +58.8% | +31.9% | +26.9% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling