+55.3%
O vs NTAP
+581.2%
-525.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -2.3% | +2.2% | -4.5% | -2.6% |
| 30D | -2.4% | -7.0% | +4.6% | -1.5% |
| 3M | -0.6% | +12.3% | -12.9% | -2.5% |
| 6M | -5.0% | +85.1% | -90.1% | -14.5% |
| YTD | +10.4% | +74.8% | -64.4% | 0.0% |
| 1Y | +6.6% | +52.7% | -46.1% | -1.5% |
| 3Y | +28.4% | +147.7% | -119.3% | +5.3% |
| 5Y | +15.3% | +124.8% | -109.5% | -4.9% |
| 10Y | +55.3% | +589.7% | -534.4% | +1.8% |
| All | +55.3% | +581.2% | -525.9% | +1.8% |
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