+572.0%
NTAP vs P
+713.7%
-141.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -1.5% |
| 7D | -15.1% | -23.8% | +8.8% | -6.0% |
| 30D | -28.1% | -36.6% | +8.5% | -14.7% |
| 3M | -11.4% | +10.9% | -22.3% | -15.8% |
| 6M | +52.2% | +30.0% | +22.2% | +34.7% |
| YTD | +60.4% | +44.4% | +16.0% | +34.9% |
| 1Y | +51.0% | +3.9% | +47.1% | +39.7% |
| 3Y | +135.6% | +176.6% | -41.0% | +39.6% |
| 5Y | +107.5% | +249.3% | -141.8% | +8.1% |
| All | +572.0% | +713.7% | -141.7% | +170.3% |
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