+165.3%
NTAP vs REPL
+39.1%
+126.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.9% |
| 7D | -5.0% | +14.2% | -19.2% | -5.6% |
| 30D | -25.8% | +65.9% | -91.6% | -27.9% |
| 3M | -6.9% | +84.6% | -91.5% | -10.1% |
| 6M | +50.0% | +446.9% | -396.9% | +32.4% |
| YTD | +66.9% | +129.0% | -62.1% | +49.0% |
| 1Y | +58.3% | +167.9% | -109.6% | +40.1% |
| 3Y | +145.1% | +93.9% | +51.2% | +89.9% |
| 5Y | +114.2% | -33.0% | +147.2% | +80.2% |
| All | +165.3% | +39.1% | +126.2% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling