+143.4%
NTAP vs NTR
+45.7%
+97.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +7.4% | -1.3% | +8.7% | +7.6% |
| 30D | -1.4% | +16.8% | -18.1% | -4.1% |
| 3M | +24.6% | +20.7% | +3.8% | +20.2% |
| 6M | +105.9% | +0.5% | +105.4% | +104.6% |
| YTD | +88.5% | +29.2% | +59.3% | +78.2% |
| 1Y | +62.1% | +39.6% | +22.5% | +50.5% |
| 3Y | +169.1% | +37.9% | +131.2% | +147.4% |
| All | +143.4% | +45.7% | +97.7% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling