+176.4%
NTAP vs PL
+81.7%
+94.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +3.3% | -7.5% | +10.8% | +3.9% |
| 30D | -0.2% | -25.6% | +25.4% | +2.5% |
| 3M | +11.4% | -45.6% | +57.0% | +17.1% |
| 6M | +88.7% | -29.5% | +118.2% | +90.8% |
| YTD | +78.9% | -9.7% | +88.6% | +75.5% |
| 1Y | +58.8% | +84.4% | -25.6% | +43.3% |
| 3Y | +153.5% | +550.0% | -396.5% | +87.7% |
| 5Y | +136.7% | +79.0% | +57.7% | +78.3% |
| All | +176.4% | +81.7% | +94.6% | +107.1% |
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