+105.6%
NTAP vs PL
+20.8%
+84.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -1.2% |
| 7D | -15.1% | -6.8% | -8.2% | -14.5% |
| 30D | -28.1% | -29.3% | +1.2% | -25.7% |
| 3M | -11.4% | -44.8% | +33.3% | -6.6% |
| 6M | +52.2% | -68.4% | +120.6% | +67.2% |
| YTD | +60.4% | -36.4% | +96.8% | +62.5% |
| 1Y | +51.0% | +0.7% | +50.3% | +44.9% |
| 3Y | +135.6% | +455.3% | -319.8% | +77.0% |
| All | +105.6% | +20.8% | +84.8% | +64.6% |
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 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