+131.1%
NTAP vs XRT
-1.0%
+132.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -0.8% | +0.8% | -1.6% | -1.2% |
| 30D | -0.5% | -4.2% | +3.6% | +1.7% |
| 3M | +4.1% | +5.1% | -1.0% | +0.8% |
| 6M | +88.0% | +2.4% | +85.5% | +83.8% |
| YTD | +75.6% | +3.2% | +72.4% | +71.2% |
| 1Y | +58.9% | +1.5% | +57.4% | +56.2% |
| 3Y | +153.6% | +40.6% | +113.0% | +105.9% |
| All | +131.1% | -1.0% | +132.1% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling