+153.5%
NTAP vs NSC
+77.9%
+75.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +3.3% | -1.5% | +4.8% | +3.8% |
| 30D | -0.2% | -1.9% | +1.7% | +0.3% |
| 3M | +11.4% | +6.2% | +5.2% | +8.7% |
| 6M | +88.7% | +9.2% | +79.5% | +81.3% |
| YTD | +78.9% | +15.0% | +63.9% | +68.3% |
| 1Y | +58.8% | +21.1% | +37.7% | +46.4% |
| 3Y | +153.5% | +78.6% | +74.9% | +99.9% |
| All | +153.5% | +77.9% | +75.7% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling