+576.6%
NTAP vs P
+748.5%
-172.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +1.7% |
| 7D | -5.0% | -9.6% | +4.7% | -1.4% |
| 30D | -25.8% | -33.4% | +7.7% | -13.6% |
| 3M | -6.9% | +14.2% | -21.1% | -12.4% |
| 6M | +50.0% | +31.6% | +18.4% | +32.0% |
| YTD | +66.9% | +53.5% | +13.5% | +37.2% |
| 1Y | +58.3% | +14.2% | +44.1% | +41.3% |
| 3Y | +145.1% | +190.5% | -45.4% | +42.6% |
| 5Y | +114.2% | +256.3% | -142.1% | +10.8% |
| 10Y | +576.6% | +707.9% | -131.3% | +169.3% |
| All | +576.6% | +748.5% | -172.0% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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