+151.9%
NTAP vs XHB
+37.2%
+114.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -2.4% | -4.1% | +1.7% | -0.8% |
| 30D | -23.4% | +9.6% | -33.1% | -26.4% |
| 3M | -7.5% | -6.0% | -1.5% | -5.4% |
| 6M | +56.4% | +2.2% | +54.2% | +52.8% |
| YTD | +73.6% | +1.1% | +72.5% | +69.7% |
| 1Y | +68.4% | -1.7% | +70.1% | +66.8% |
| All | +151.9% | +37.2% | +114.7% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling