+19,691.7%
NTAP vs RVTY
+1,799.0%
+17,892.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -0.5% | +13.2% | -13.8% | -6.4% |
| 3M | +4.1% | +27.2% | -23.2% | -7.8% |
| 6M | +88.0% | +32.4% | +55.6% | +62.1% |
| YTD | +75.6% | +34.9% | +40.7% | +49.6% |
| 1Y | +58.9% | +52.4% | +6.5% | +27.1% |
| 3Y | +153.6% | +12.3% | +141.3% | +121.4% |
| 5Y | +127.6% | -30.8% | +158.5% | +142.1% |
| 10Y | +580.4% | +150.7% | +429.7% | +273.7% |
| All | +19,691.7% | +1,799.0% | +17,892.7% | +4,372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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