+124.8%
NTAP vs RUN
-80.3%
+205.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.2% | -1.9% |
| 7D | +2.2% | -1.8% | +4.0% | +2.4% |
| 30D | -7.0% | -10.8% | +3.8% | -6.2% |
| 3M | +12.3% | -30.2% | +42.5% | +15.5% |
| 6M | +85.1% | -22.3% | +107.5% | +88.3% |
| YTD | +74.8% | -52.2% | +126.9% | +83.4% |
| 1Y | +52.7% | -45.1% | +97.8% | +57.6% |
| 3Y | +147.7% | -37.1% | +184.8% | +127.0% |
| 5Y | +124.8% | -80.3% | +205.1% | +120.8% |
| All | +124.8% | -80.3% | +205.0% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling