+250.4%
NTAP vs ROIV
+232.7%
+17.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | -0.5% | +1.0% | -1.5% | -0.7% |
| 3M | +4.1% | +18.3% | -14.2% | +2.5% |
| 6M | +88.0% | +18.3% | +69.6% | +84.6% |
| YTD | +75.6% | +61.0% | +14.6% | +67.2% |
| 1Y | +58.9% | +177.9% | -119.0% | +43.7% |
| 3Y | +153.6% | +199.1% | -45.5% | +125.3% |
| 5Y | +127.6% | +250.7% | -123.1% | +93.3% |
| All | +250.4% | +232.7% | +17.7% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling