+105.6%
NTAP vs RACE
+65.0%
+40.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -15.1% | +5.1% | -20.1% | -16.3% |
| 30D | -28.1% | +7.7% | -35.8% | -29.6% |
| 3M | -11.4% | +2.2% | -13.6% | -12.2% |
| 6M | +52.2% | +23.8% | +28.5% | +41.4% |
| YTD | +60.4% | +13.9% | +46.5% | +51.7% |
| 1Y | +51.0% | +3.8% | +47.2% | +47.5% |
| 3Y | +135.6% | +28.0% | +107.5% | +101.3% |
| All | +105.6% | +65.0% | +40.6% | +49.7% |
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