+151.9%
NTAP vs XME
+100.3%
+51.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.8% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -23.4% | -7.3% | -16.2% | -21.2% |
| 3M | -7.5% | -17.4% | +9.9% | -1.3% |
| 6M | +56.4% | -21.8% | +78.2% | +69.2% |
| YTD | +73.6% | -6.0% | +79.6% | +71.2% |
| 1Y | +68.4% | +3.8% | +64.6% | +58.2% |
| All | +151.9% | +100.3% | +51.5% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling