+114.2%
NTAP vs PL
+37.0%
+77.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.5% | -10.4% | +2.6% |
| 7D | -5.0% | +10.9% | -15.8% | -6.0% |
| 30D | -25.8% | -16.4% | -9.4% | -24.6% |
| 3M | -6.9% | -39.9% | +33.1% | -2.7% |
| 6M | +50.0% | -63.2% | +113.2% | +62.4% |
| YTD | +66.9% | -27.1% | +94.1% | +66.7% |
| 1Y | +58.3% | +12.2% | +46.1% | +50.1% |
| 3Y | +145.1% | +584.3% | -439.2% | +80.2% |
| 5Y | +114.2% | +37.0% | +77.2% | +69.1% |
| All | +114.2% | +37.0% | +77.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling