+122.5%
NTAP vs RACE
+68.9%
+53.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.0% |
| 7D | -2.4% | -3.9% | +1.4% | -1.2% |
| 30D | -23.4% | +6.8% | -30.3% | -24.9% |
| 3M | -7.5% | +1.3% | -8.9% | -8.1% |
| 6M | +56.4% | +26.3% | +30.1% | +44.3% |
| YTD | +73.6% | +13.8% | +59.8% | +64.3% |
| 1Y | +68.4% | -0.5% | +68.8% | +67.0% |
| 3Y | +150.6% | +25.6% | +124.9% | +115.9% |
| 5Y | +122.5% | +67.6% | +54.9% | +61.8% |
| All | +122.5% | +68.9% | +53.6% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling