+572.0%
NTAP vs RF
+279.4%
+292.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -15.1% | -0.9% | -14.1% | -14.7% |
| 30D | -28.1% | +6.0% | -34.1% | -29.8% |
| 3M | -11.4% | -8.9% | -2.5% | -8.1% |
| 6M | +52.2% | +2.3% | +49.9% | +49.9% |
| YTD | +60.4% | +7.6% | +52.9% | +54.4% |
| 1Y | +51.0% | +21.2% | +29.8% | +38.4% |
| 3Y | +135.6% | +108.5% | +27.0% | +70.3% |
| 5Y | +107.5% | +43.2% | +64.3% | +69.3% |
| All | +572.0% | +279.4% | +292.6% | +273.3% |
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