+127.9%
NTAP vs REPL
-35.0%
+162.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +7.2% | +1.2% | +6.0% | +7.1% |
| 30D | -18.4% | +92.2% | -110.6% | -20.3% |
| 3M | -11.3% | +44.1% | -55.4% | -12.7% |
| 6M | +53.8% | +313.0% | -259.3% | +42.6% |
| YTD | +72.0% | +125.2% | -53.2% | +60.0% |
| 1Y | +68.0% | +143.8% | -75.7% | +56.1% |
| 3Y | +149.5% | +104.2% | +45.3% | +114.6% |
| All | +127.9% | -35.0% | +162.9% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling