+68.1%
NTAP vs XRT
+18.0%
+50.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -2.3% |
| 7D | -16.1% | +8.0% | -24.1% | -17.2% |
| 30D | -15.9% | +13.0% | -29.0% | -18.2% |
| 3M | -1.2% | +1.7% | -2.9% | -0.4% |
| 6M | +70.1% | +12.6% | +57.5% | +63.0% |
| YTD | +77.9% | +10.7% | +67.3% | +74.4% |
| 1Y | +68.1% | +18.4% | +49.7% | +58.6% |
| All | +68.1% | +18.0% | +50.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling