+220.1%
NTAP vs ROIV
+270.3%
-50.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.7% |
| 7D | -15.1% | +5.3% | -20.4% | -15.5% |
| 30D | -28.1% | +11.9% | -40.0% | -28.8% |
| 3M | -11.4% | +10.7% | -22.1% | -12.5% |
| 6M | +52.2% | +34.9% | +17.3% | +47.5% |
| YTD | +60.4% | +79.2% | -18.8% | +51.0% |
| 1Y | +51.0% | +89.0% | -38.0% | +41.3% |
| 3Y | +135.6% | +337.3% | -201.8% | +104.3% |
| 5Y | +107.5% | +402.3% | -294.8% | +66.7% |
| All | +220.1% | +270.3% | -50.1% | +173.1% |
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 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