+153.5%
NTAP vs RUN
-35.6%
+189.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.6% |
| 7D | +3.3% | +10.2% | -6.9% | +2.5% |
| 30D | -0.2% | -9.6% | +9.4% | +0.5% |
| 3M | +11.4% | -31.5% | +42.9% | +14.3% |
| 6M | +88.7% | -18.7% | +107.4% | +91.0% |
| YTD | +78.9% | -49.9% | +128.8% | +85.8% |
| 1Y | +58.8% | -45.5% | +104.3% | +63.5% |
| 3Y | +153.5% | -34.1% | +187.6% | +133.1% |
| All | +153.5% | -35.6% | +189.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling