+68.1%
NTAP vs NSC
+24.4%
+43.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -16.1% | +1.8% | -17.9% | -16.2% |
| 30D | -15.9% | +8.8% | -24.8% | -16.7% |
| 3M | -1.2% | +1.2% | -2.5% | -1.2% |
| 6M | +70.1% | +11.3% | +58.7% | +66.5% |
| YTD | +77.9% | +20.7% | +57.2% | +65.5% |
| 1Y | +68.1% | +23.4% | +44.7% | +52.8% |
| All | +68.1% | +24.4% | +43.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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