+568.7%
NTAP vs XME
+426.6%
+142.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +1.1% |
| 7D | -1.0% | -3.0% | +2.1% | +0.5% |
| 30D | -7.5% | -2.6% | -4.9% | -6.7% |
| 3M | +14.6% | +2.2% | +12.5% | +12.4% |
| 6M | +91.0% | +0.7% | +90.3% | +86.6% |
| YTD | +73.7% | +10.9% | +62.8% | +60.2% |
| 1Y | +51.2% | +35.7% | +15.5% | +24.7% |
| 3Y | +146.1% | +127.1% | +19.0% | +52.7% |
| 5Y | +122.8% | +168.5% | -45.6% | +21.1% |
| All | +568.7% | +426.6% | +142.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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