+625.8%
NTAP vs XHB
+215.4%
+410.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.6% |
| 7D | +7.4% | -4.6% | +12.0% | +10.3% |
| 30D | -1.4% | -9.1% | +7.8% | +4.1% |
| 3M | +24.6% | -8.6% | +33.1% | +30.0% |
| 6M | +105.9% | -4.0% | +109.9% | +106.7% |
| YTD | +88.5% | -3.9% | +92.5% | +88.8% |
| 1Y | +62.1% | -16.5% | +78.6% | +76.3% |
| 3Y | +169.1% | +22.6% | +146.5% | +123.4% |
| 5Y | +141.9% | +33.9% | +107.9% | +85.0% |
| All | +625.8% | +215.4% | +410.4% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling