+153.5%
NTAP vs XPO
+159.4%
-5.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +3.3% | +2.7% | +0.6% | +2.6% |
| 30D | -0.2% | -6.2% | +6.0% | +1.3% |
| 3M | +11.4% | -15.4% | +26.8% | +15.6% |
| 6M | +88.7% | +0.7% | +87.9% | +86.8% |
| YTD | +78.9% | +39.8% | +39.1% | +62.6% |
| 1Y | +58.8% | +43.3% | +15.5% | +42.7% |
| 3Y | +153.5% | +166.0% | -12.5% | +109.1% |
| All | +153.5% | +159.4% | -5.9% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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