+257.1%
NTAP vs ROIV
+295.0%
-38.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.8% | -16.8% | +0.2% |
| 7D | +3.3% | +20.2% | -16.9% | +1.5% |
| 30D | -0.2% | +14.1% | -14.3% | -1.5% |
| 3M | +11.4% | +45.6% | -34.2% | +7.5% |
| 6M | +88.7% | +44.1% | +44.5% | +81.8% |
| YTD | +78.9% | +91.2% | -12.2% | +67.5% |
| 1Y | +58.8% | +221.3% | -162.5% | +41.6% |
| 3Y | +153.5% | +229.2% | -75.7% | +122.7% |
| 5Y | +136.7% | +316.5% | -179.7% | +97.7% |
| All | +257.1% | +295.0% | -38.0% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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