+52.7%
NTAP vs XRT
-2.7%
+55.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +2.2% | -2.4% | +4.6% | +3.2% |
| 30D | -7.0% | -6.9% | -0.1% | -4.2% |
| 3M | +12.3% | -0.4% | +12.7% | +11.6% |
| 6M | +85.1% | +2.2% | +82.9% | +79.5% |
| YTD | +74.8% | -0.7% | +75.4% | +74.3% |
| 1Y | +52.7% | -2.0% | +54.7% | +51.4% |
| All | +52.7% | -2.7% | +55.3% | +51.4% |
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