+576.6%
NTAP vs RF
+277.2%
+299.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.2% |
| 7D | -5.0% | -0.1% | -4.8% | -4.8% |
| 30D | -25.8% | +7.0% | -32.8% | -27.8% |
| 3M | -6.9% | -7.0% | +0.1% | -4.2% |
| 6M | +50.0% | +6.8% | +43.2% | +45.3% |
| YTD | +66.9% | +9.9% | +57.0% | +59.3% |
| 1Y | +58.3% | +21.1% | +37.1% | +45.1% |
| 3Y | +145.1% | +119.6% | +25.5% | +73.5% |
| 5Y | +114.2% | +46.2% | +68.0% | +73.3% |
| 10Y | +576.6% | +261.5% | +315.0% | +277.0% |
| All | +576.6% | +277.2% | +299.4% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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