+705.6%
NTAP vs XHB
+172.3%
+533.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.9% |
| 7D | +7.2% | -0.2% | +7.4% | +7.3% |
| 30D | -18.4% | +9.9% | -28.3% | -22.9% |
| 3M | -11.3% | -6.3% | -5.0% | -9.0% |
| 6M | +53.8% | +3.8% | +49.9% | +47.7% |
| YTD | +72.0% | +0.1% | +71.8% | +67.3% |
| 1Y | +68.0% | -0.8% | +68.8% | +64.2% |
| 3Y | +149.5% | +35.6% | +113.9% | +100.0% |
| 5Y | +125.6% | +29.6% | +96.0% | +81.8% |
| 10Y | +583.1% | +237.5% | +345.6% | +218.3% |
| All | +705.6% | +172.3% | +533.3% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling