+122.8%
NTAP vs NI
+94.6%
+28.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -7.5% | -1.4% | -6.1% | -7.2% |
| 3M | +14.6% | -10.6% | +25.2% | +17.0% |
| 6M | +91.0% | -9.9% | +100.9% | +94.2% |
| YTD | +73.7% | +1.2% | +72.5% | +71.6% |
| 1Y | +51.2% | +4.4% | +46.8% | +48.0% |
| 3Y | +146.1% | +68.6% | +77.5% | +113.5% |
| 5Y | +122.8% | +98.0% | +24.8% | +87.1% |
| All | +122.8% | +94.6% | +28.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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