+562.2%
NTAP vs RF
+223.4%
+338.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -3.0% |
| 7D | +7.2% | +1.9% | +5.3% | +6.4% |
| 30D | -18.4% | +7.3% | -25.7% | -20.7% |
| 3M | -11.3% | -7.9% | -3.4% | -8.4% |
| 6M | +53.8% | +10.5% | +43.2% | +46.9% |
| YTD | +72.0% | +9.6% | +62.3% | +64.2% |
| 1Y | +68.0% | +20.3% | +47.7% | +54.4% |
| 3Y | +149.5% | +119.5% | +29.9% | +76.5% |
| 5Y | +125.6% | +48.2% | +77.4% | +81.3% |
| All | +562.2% | +223.4% | +338.8% | +285.0% |
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