+49.2%
NTAP vs RACE
+26.7%
+22.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.3% | -7.4% | -9.8% |
| 7D | -22.5% | +5.7% | -28.1% | -21.9% |
| 30D | -25.7% | +9.3% | -35.0% | -25.0% |
| 3M | -9.0% | +3.8% | -12.9% | -8.2% |
| 6M | +49.2% | +29.8% | +19.4% | +61.1% |
| All | +49.2% | +26.7% | +22.5% | +61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling