+625.1%
NTAP vs XME
+242.3%
+382.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.5% | +6.0% | -6.5% | -3.6% |
| 3M | +4.1% | -7.7% | +11.8% | +7.1% |
| 6M | +88.0% | +1.0% | +87.0% | +83.4% |
| YTD | +75.6% | +14.6% | +60.9% | +60.2% |
| 1Y | +58.9% | +46.0% | +13.0% | +28.2% |
| 3Y | +153.6% | +127.0% | +26.6% | +63.0% |
| 5Y | +127.6% | +175.8% | -48.2% | +28.7% |
| 10Y | +580.4% | +414.6% | +165.7% | +170.4% |
| All | +625.1% | +242.3% | +382.8% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling