+131.1%
NTAP vs RACE
+93.6%
+37.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | -0.8% | -2.5% | +1.8% | 0.0% |
| 30D | -0.5% | +0.8% | -1.3% | -0.9% |
| 3M | +4.1% | +17.2% | -13.1% | -1.4% |
| 6M | +88.0% | +13.6% | +74.4% | +78.8% |
| YTD | +75.6% | +12.2% | +63.4% | +66.8% |
| 1Y | +58.9% | -16.3% | +75.2% | +66.6% |
| 3Y | +153.6% | +36.4% | +117.1% | +109.1% |
| All | +131.1% | +93.6% | +37.5% | +55.4% |
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