+19,691.7%
NTAP vs NSC
+2,447.8%
+17,244.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.8% | -5.5% | +4.7% | +1.8% |
| 30D | -0.5% | -3.2% | +2.7% | +0.8% |
| 3M | +4.1% | +7.7% | -3.6% | +0.1% |
| 6M | +88.0% | +4.5% | +83.4% | +82.2% |
| YTD | +75.6% | +15.6% | +60.0% | +62.7% |
| 1Y | +58.9% | +19.8% | +39.1% | +44.8% |
| 3Y | +153.6% | +70.1% | +83.5% | +92.3% |
| 5Y | +127.6% | +46.1% | +81.5% | +83.5% |
| 10Y | +580.4% | +328.1% | +252.3% | +233.8% |
| All | +19,691.7% | +2,447.8% | +17,244.0% | +4,068.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling