+215.0%
NXPI vs NTAP
+600.9%
-385.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.6% |
| 7D | +9.4% | +9.9% | -0.5% | +4.4% |
| 30D | +18.1% | -22.1% | +40.2% | +32.5% |
| 3M | +15.0% | -7.7% | +22.7% | +17.9% |
| 6M | -8.4% | +60.9% | -69.4% | -31.6% |
| YTD | +24.8% | +76.4% | -51.7% | -12.1% |
| 1Y | +33.3% | +69.3% | -36.1% | -4.0% |
| 3Y | +51.0% | +154.6% | -103.6% | -13.7% |
| 5Y | +34.5% | +131.4% | -96.9% | -19.8% |
| All | +215.0% | +600.9% | -385.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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