-26.6%
U vs NTAP
+395.9%
-422.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | 0.0% |
| 7D | +2.8% | +9.9% | -7.0% | -3.4% |
| 30D | +7.6% | -22.1% | +29.8% | +24.8% |
| 3M | +12.7% | -7.7% | +20.4% | +15.3% |
| 6M | +87.0% | +60.9% | +26.0% | +22.4% |
| YTD | +13.6% | +76.4% | -62.8% | -31.7% |
| 1Y | +25.3% | +69.3% | -44.1% | -22.1% |
| 3Y | +85.8% | +154.6% | -68.8% | -22.9% |
| 5Y | -74.5% | +131.4% | -205.9% | -89.0% |
| All | -26.6% | +395.9% | -422.5% | -74.8% |
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