+713.4%
NTAP vs XHB
+175.0%
+538.4%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -2.4% | -4.1% | +1.7% | -0.1% |
| 30D | -23.4% | +9.6% | -33.1% | -27.5% |
| 3M | -7.5% | -6.0% | -1.5% | -5.2% |
| 6M | +56.4% | +2.2% | +54.2% | +51.6% |
| YTD | +73.6% | +1.1% | +72.5% | +68.1% |
| 1Y | +68.4% | -1.7% | +70.1% | +65.5% |
| 3Y | +150.6% | +36.5% | +114.1% | +100.3% |
| 5Y | +122.5% | +33.5% | +89.0% | +76.4% |
| 10Y | +589.7% | +240.9% | +348.8% | +219.8% |
| All | +713.4% | +175.0% | +538.4% | +255.4% |
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