+149.5%
NTAP vs XPO
+133.2%
+16.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -3.1% |
| 7D | +7.2% | +9.0% | -1.8% | +4.9% |
| 30D | -18.4% | +4.2% | -22.5% | -19.3% |
| 3M | -11.3% | -8.7% | -2.7% | -9.5% |
| 6M | +53.8% | -2.8% | +56.5% | +53.9% |
| YTD | +72.0% | +41.9% | +30.1% | +54.5% |
| 1Y | +68.0% | +42.3% | +25.7% | +50.5% |
| 3Y | +149.5% | +127.3% | +22.2% | +104.6% |
| All | +149.5% | +133.2% | +16.3% | +104.6% |
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