+184.4%
NTAP vs REPL
-7.7%
+192.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | +3.3% | -5.7% | +9.0% | +3.6% |
| 30D | -0.2% | +22.5% | -22.7% | -1.3% |
| 3M | +11.4% | +64.7% | -53.3% | +5.9% |
| 6M | +88.7% | +83.0% | +5.7% | +71.5% |
| YTD | +78.9% | +52.0% | +27.0% | +63.6% |
| 1Y | +58.8% | +144.5% | -85.7% | +38.4% |
| 3Y | +153.5% | -25.1% | +178.6% | +113.2% |
| 5Y | +136.7% | -52.9% | +189.6% | +102.3% |
| All | +184.4% | -7.7% | +192.0% | +88.9% |
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