+156.0%
NTAP vs NVD
-99.2%
+255.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.1% |
| 7D | +2.2% | +0.5% | +1.7% | +2.3% |
| 30D | -7.0% | -9.3% | +2.3% | -7.9% |
| 3M | +12.3% | -22.1% | +34.4% | +9.7% |
| 6M | +85.1% | -45.8% | +130.9% | +72.6% |
| YTD | +74.8% | -46.7% | +121.5% | +64.1% |
| 1Y | +52.7% | -59.5% | +112.1% | +39.1% |
| 3Y | +147.7% | -99.2% | +246.8% | +63.4% |
| All | +156.0% | -99.2% | +255.2% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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