+625.8%
NTAP vs NSC
+332.1%
+293.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.5% | +9.0% |
| 7D | +7.4% | -2.8% | +10.2% | +9.0% |
| 30D | -1.4% | -4.5% | +3.1% | +0.9% |
| 3M | +24.6% | +3.5% | +21.0% | +21.6% |
| 6M | +105.9% | +8.5% | +97.4% | +94.2% |
| YTD | +88.5% | +12.3% | +76.2% | +74.6% |
| 1Y | +62.1% | +18.9% | +43.2% | +45.4% |
| 3Y | +169.1% | +74.1% | +94.9% | +87.9% |
| 5Y | +141.9% | +43.9% | +98.0% | +85.7% |
| All | +625.8% | +332.1% | +293.7% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling