+576.6%
NTAP vs XRT
+163.3%
+413.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +1.8% |
| 7D | -5.0% | +2.5% | -7.4% | -6.4% |
| 30D | -25.8% | +10.3% | -36.1% | -30.4% |
| 3M | -6.9% | +2.4% | -9.3% | -8.9% |
| 6M | +50.0% | +10.0% | +40.0% | +39.4% |
| YTD | +66.9% | +9.5% | +57.4% | +55.4% |
| 1Y | +58.3% | +17.2% | +41.1% | +41.1% |
| 3Y | +145.1% | +62.0% | +83.1% | +76.4% |
| 5Y | +114.2% | -2.1% | +116.3% | +106.2% |
| 10Y | +576.6% | +152.6% | +424.0% | +215.7% |
| All | +576.6% | +163.3% | +413.2% | +215.7% |
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