+131.1%
NTAP vs RF
+89.8%
+41.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -0.5% | -3.6% | +3.1% | +0.9% |
| 3M | +4.1% | +8.1% | -4.0% | +0.7% |
| 6M | +88.0% | +11.5% | +76.5% | +78.8% |
| YTD | +75.6% | +15.6% | +60.0% | +64.5% |
| 1Y | +58.9% | +15.7% | +43.2% | +48.6% |
| 3Y | +153.6% | +86.9% | +66.7% | +92.9% |
| All | +131.1% | +89.8% | +41.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling