+562.2%
NTAP vs NSC
+296.2%
+266.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | +7.2% | +2.5% | +4.7% | +5.9% |
| 30D | -18.4% | +1.7% | -20.1% | -19.1% |
| 3M | -11.3% | -2.6% | -8.8% | -10.4% |
| 6M | +53.8% | +6.4% | +47.3% | +47.3% |
| YTD | +72.0% | +15.5% | +56.5% | +56.9% |
| 1Y | +68.0% | +17.6% | +50.4% | +51.7% |
| 3Y | +149.5% | +75.0% | +74.5% | +74.6% |
| 5Y | +125.6% | +32.2% | +93.4% | +82.7% |
| All | +562.2% | +296.2% | +266.0% | +208.2% |
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