+589.7%
NTAP vs XRT
+120.9%
+468.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.3% |
| 7D | +2.2% | -2.4% | +4.6% | +3.7% |
| 30D | -7.0% | -6.9% | -0.1% | -3.0% |
| 3M | +12.3% | -0.4% | +12.7% | +12.0% |
| 6M | +85.1% | +2.2% | +82.9% | +80.6% |
| YTD | +74.8% | -0.7% | +75.4% | +73.8% |
| 1Y | +52.7% | -2.0% | +54.7% | +53.0% |
| 3Y | +147.7% | +41.0% | +106.6% | +94.8% |
| 5Y | +124.8% | -3.3% | +128.1% | +117.5% |
| 10Y | +589.7% | +124.8% | +464.9% | +236.2% |
| All | +589.7% | +120.9% | +468.8% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling