+127.9%
NTAP vs P
+279.3%
-151.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.8% |
| 7D | +7.2% | +11.6% | -4.4% | +2.8% |
| 30D | -18.4% | -23.7% | +5.3% | -9.8% |
| 3M | -11.3% | -8.0% | -3.3% | -9.1% |
| 6M | +53.8% | +27.9% | +25.9% | +37.3% |
| YTD | +72.0% | +61.2% | +10.8% | +39.2% |
| 1Y | +68.0% | +28.6% | +39.4% | +43.7% |
| 3Y | +149.5% | +200.5% | -51.0% | +42.8% |
| All | +127.9% | +279.3% | -151.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling