+68.0%
NTAP vs RACE
-1.0%
+69.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | +7.2% | -1.2% | +8.4% | +7.3% |
| 30D | -18.4% | +6.1% | -24.5% | -18.4% |
| 3M | -11.3% | -0.3% | -11.0% | -11.1% |
| 6M | +53.8% | +23.4% | +30.3% | +52.3% |
| YTD | +72.0% | +12.5% | +59.4% | +67.5% |
| 1Y | +68.0% | -0.5% | +68.5% | +71.8% |
| All | +68.0% | -1.0% | +69.0% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling