+678.8%
NTAP vs P
+485.4%
+193.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -0.8% | +6.5% | -7.3% | -3.0% |
| 30D | -0.5% | +18.8% | -19.4% | -7.0% |
| 3M | +4.1% | +26.7% | -22.7% | -5.4% |
| 6M | +88.0% | +62.2% | +25.8% | +55.6% |
| YTD | +75.6% | +48.5% | +27.1% | +48.6% |
| 1Y | +58.9% | +26.4% | +32.5% | +38.4% |
| 3Y | +153.6% | +159.4% | -5.8% | +61.3% |
| 5Y | +127.6% | +275.8% | -148.1% | +23.6% |
| 10Y | +580.4% | +732.0% | -151.6% | +189.0% |
| All | +678.8% | +485.4% | +193.4% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling