+347.5%
NTAP vs NTR
+97.9%
+249.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +7.4% | -1.3% | +8.7% | +7.8% |
| 30D | -1.4% | +16.8% | -18.1% | -6.2% |
| 3M | +24.6% | +20.7% | +3.8% | +16.8% |
| 6M | +105.9% | +0.5% | +105.4% | +103.3% |
| YTD | +88.5% | +29.2% | +59.3% | +70.7% |
| 1Y | +62.1% | +39.6% | +22.5% | +42.3% |
| 3Y | +169.1% | +37.9% | +131.2% | +131.6% |
| 5Y | +141.9% | +47.1% | +94.8% | +82.4% |
| All | +347.5% | +97.9% | +249.5% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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