+30.3%
O vs NTAP
+153.4%
-123.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -0.6% | +3.3% | -3.8% | -0.5% |
| 30D | -2.0% | -0.2% | -1.7% | -2.0% |
| 3M | +3.0% | +11.4% | -8.4% | +3.1% |
| 6M | -3.6% | +88.7% | -92.3% | -4.5% |
| YTD | +12.1% | +78.9% | -66.9% | +11.2% |
| 1Y | +8.9% | +58.8% | -49.9% | +8.4% |
| 3Y | +30.3% | +153.5% | -123.2% | +18.1% |
| All | +30.3% | +153.4% | -123.1% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling