+124.8%
NTAP vs NSC
+44.1%
+80.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | +2.2% | -2.0% | +4.2% | +3.1% |
| 30D | -7.0% | -3.2% | -3.8% | -5.8% |
| 3M | +12.3% | +3.9% | +8.4% | +9.9% |
| 6M | +85.1% | +7.8% | +77.3% | +76.9% |
| YTD | +74.8% | +13.4% | +61.4% | +63.0% |
| 1Y | +52.7% | +20.3% | +32.4% | +38.3% |
| 3Y | +147.7% | +76.1% | +71.6% | +78.4% |
| 5Y | +124.8% | +45.0% | +79.8% | +77.3% |
| All | +124.8% | +44.1% | +80.7% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling