+314.8%
NTAP vs NTR
+103.7%
+211.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -7.0% | +21.7% | -28.8% | -12.7% |
| 3M | +12.3% | +22.8% | -10.5% | +4.8% |
| 6M | +85.1% | +8.2% | +76.9% | +78.5% |
| YTD | +74.8% | +32.9% | +41.8% | +56.9% |
| 1Y | +52.7% | +45.3% | +7.3% | +32.3% |
| 3Y | +147.7% | +41.7% | +106.0% | +111.4% |
| 5Y | +124.8% | +49.8% | +75.0% | +68.9% |
| All | +314.8% | +103.7% | +211.2% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling