+68.4%
NTAP vs M
+25.7%
+42.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.2% |
| 7D | -2.4% | -3.3% | +0.9% | -2.1% |
| 30D | -23.4% | +8.1% | -31.5% | -23.9% |
| 3M | -7.5% | +2.2% | -9.7% | -8.1% |
| 6M | +56.4% | +35.1% | +21.2% | +48.9% |
| YTD | +73.6% | +15.8% | +57.8% | +69.7% |
| 1Y | +68.4% | +25.8% | +42.6% | +59.8% |
| All | +68.4% | +25.7% | +42.7% | +59.8% |
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