+172.5%
NTAP vs PL
+41.8%
+130.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.9% |
| 7D | +9.9% | +22.3% | -12.4% | +7.5% |
| 30D | -22.1% | -8.3% | -13.8% | -21.5% |
| 3M | -7.7% | -43.3% | +35.6% | -3.0% |
| 6M | +60.9% | -65.8% | +126.8% | +75.5% |
| YTD | +76.4% | -29.5% | +105.9% | +76.7% |
| 1Y | +69.3% | +11.7% | +57.6% | +60.7% |
| 3Y | +154.6% | +540.6% | -385.9% | +88.3% |
| 5Y | +131.4% | +32.9% | +98.6% | +81.6% |
| All | +172.5% | +41.8% | +130.7% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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