+153.5%
NTAP vs XME
+136.1%
+17.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +3.3% | +3.6% | -0.4% | +1.9% |
| 30D | -0.2% | +3.6% | -3.8% | -1.7% |
| 3M | +11.4% | +1.2% | +10.2% | +10.3% |
| 6M | +88.7% | +9.0% | +79.6% | +79.6% |
| YTD | +78.9% | +15.9% | +63.0% | +63.9% |
| 1Y | +58.8% | +43.2% | +15.6% | +29.9% |
| 3Y | +153.5% | +137.4% | +16.2% | +55.6% |
| All | +153.5% | +136.1% | +17.4% | +55.6% |
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