-37.8%
U vs NTAP
+391.2%
-429.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.1% |
| 7D | +4.4% | +2.2% | +2.2% | +2.8% |
| 30D | -1.3% | -7.0% | +5.7% | +3.5% |
| 3M | +49.6% | +12.3% | +37.3% | +36.9% |
| 6M | +100.2% | +85.1% | +15.1% | +20.0% |
| YTD | -3.7% | +74.8% | -78.5% | -40.0% |
| 1Y | -6.5% | +52.7% | -59.2% | -34.8% |
| 3Y | +12.9% | +147.7% | -134.8% | -50.4% |
| 5Y | -68.3% | +124.8% | -193.1% | -85.8% |
| All | -37.8% | +391.2% | -429.0% | -77.9% |
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