+19,285.3%
NTAP vs NI
+2,141.3%
+17,144.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.8% |
| 7D | +7.2% | +4.3% | +2.9% | +5.3% |
| 30D | -18.4% | +12.4% | -30.7% | -22.6% |
| 3M | -11.3% | +10.2% | -21.5% | -15.1% |
| 6M | +53.8% | -0.8% | +54.6% | +53.3% |
| YTD | +72.0% | +13.2% | +58.7% | +61.1% |
| 1Y | +68.0% | +10.1% | +58.0% | +59.3% |
| 3Y | +149.5% | +103.1% | +46.4% | +76.1% |
| 5Y | +125.6% | +115.5% | +10.0% | +51.3% |
| 10Y | +583.1% | +195.5% | +387.6% | +269.3% |
| All | +19,285.3% | +2,141.3% | +17,144.1% | +3,066.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling