+199.2%
NTAP vs NXT
+231.9%
-32.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | -2.4% | -5.7% | +3.3% | -1.6% |
| 30D | -23.4% | +18.5% | -42.0% | -25.5% |
| 3M | -7.5% | -4.1% | -3.4% | -7.5% |
| 6M | +56.4% | -20.3% | +76.7% | +60.0% |
| YTD | +73.6% | +15.5% | +58.2% | +69.2% |
| 1Y | +68.4% | -5.0% | +73.3% | +67.3% |
| 3Y | +150.6% | +191.6% | -41.1% | +114.0% |
| All | +199.2% | +231.9% | -32.7% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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