+127.9%
NTAP vs M
-3.3%
+131.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.8% |
| 7D | +7.2% | +7.0% | +0.2% | +5.7% |
| 30D | -18.4% | +8.9% | -27.3% | -19.9% |
| 3M | -11.3% | +4.5% | -15.8% | -12.4% |
| 6M | +53.8% | +36.2% | +17.6% | +42.6% |
| YTD | +72.0% | +15.1% | +56.8% | +64.4% |
| 1Y | +68.0% | +27.4% | +40.6% | +56.9% |
| 3Y | +149.5% | +160.1% | -10.7% | +89.0% |
| All | +127.9% | -3.3% | +131.2% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling