+223.9%
NXPI vs NTAP
+650.8%
-426.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.5% | -4.1% | +0.3% |
| 7D | +3.9% | +7.4% | -3.5% | +0.2% |
| 30D | +1.4% | -1.4% | +2.7% | +1.7% |
| 3M | -21.5% | +24.6% | -46.1% | -30.3% |
| 6M | +19.4% | +105.9% | -86.5% | -20.6% |
| YTD | +9.9% | +88.5% | -78.6% | -23.9% |
| 1Y | +7.9% | +62.1% | -54.2% | -19.0% |
| 3Y | +22.7% | +169.1% | -146.4% | -30.4% |
| 5Y | +22.1% | +141.9% | -119.8% | -27.6% |
| All | +223.9% | +650.8% | -426.9% | +46.4% |
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