+564.3%
NTAP vs RACE
+670.3%
-106.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.3% | -7.4% | -8.9% |
| 7D | -22.5% | +5.7% | -28.1% | -24.0% |
| 30D | -25.7% | +9.3% | -35.0% | -28.2% |
| 3M | -9.0% | +3.8% | -12.9% | -10.6% |
| 6M | +49.2% | +29.8% | +19.4% | +33.3% |
| YTD | +60.6% | +15.6% | +45.0% | +48.6% |
| 1Y | +48.7% | +5.1% | +43.6% | +42.8% |
| 3Y | +135.6% | +30.8% | +104.8% | +97.6% |
| 5Y | +107.8% | +67.4% | +40.3% | +52.7% |
| 10Y | +609.4% | +793.6% | -184.2% | +174.7% |
| All | +564.3% | +670.3% | -106.0% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling