+18.4%
U vs NTAP
+66.6%
-48.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.5% |
| 7D | +7.5% | -16.1% | +23.6% | +14.8% |
| 30D | -7.0% | -15.9% | +8.9% | -0.6% |
| 3M | +20.6% | -1.2% | +21.8% | +20.9% |
| 6M | +53.2% | +70.1% | -16.9% | +18.9% |
| YTD | -3.9% | +77.9% | -81.8% | -26.3% |
| 1Y | +18.4% | +68.1% | -49.8% | -0.6% |
| All | +18.4% | +66.6% | -48.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling