+82.5%
O vs NTAP
+597.8%
-515.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.5% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +9.4% | -23.4% | +32.9% | +12.9% |
| 3M | -2.4% | -7.5% | +5.1% | -2.0% |
| 6M | -1.9% | +56.4% | -58.2% | -9.7% |
| YTD | +10.5% | +73.6% | -63.2% | -0.4% |
| 1Y | +10.0% | +68.4% | -58.4% | -0.5% |
| 3Y | +40.5% | +150.6% | -110.1% | +14.2% |
| 5Y | +10.2% | +122.5% | -112.2% | -9.4% |
| 10Y | +82.5% | +589.7% | -507.3% | +21.1% |
| All | +82.5% | +597.8% | -515.3% | +21.1% |
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