+122.5%
NTAP vs XHB
+33.4%
+89.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -2.4% | -4.1% | +1.7% | -0.4% |
| 30D | -23.4% | +9.6% | -33.1% | -27.1% |
| 3M | -7.5% | -6.0% | -1.5% | -5.2% |
| 6M | +56.4% | +2.2% | +54.2% | +52.1% |
| YTD | +73.6% | +1.1% | +72.5% | +68.7% |
| 1Y | +68.4% | -1.7% | +70.1% | +66.0% |
| 3Y | +150.6% | +36.5% | +114.1% | +98.3% |
| 5Y | +122.5% | +33.5% | +89.0% | +73.6% |
| All | +122.5% | +33.4% | +89.1% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling