+19.8%
U vs NTAP
+66.4%
-46.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.4% | -2.5% |
| 7D | +16.9% | -2.4% | +19.4% | +17.1% |
| 30D | +6.4% | -23.4% | +29.8% | +16.3% |
| 3M | +13.2% | -7.5% | +20.7% | +15.4% |
| 6M | +84.8% | +56.4% | +28.4% | +52.7% |
| YTD | +12.4% | +73.6% | -61.2% | -11.7% |
| 1Y | +19.8% | +68.4% | -48.6% | -1.1% |
| All | +19.8% | +66.4% | -46.6% | -1.1% |
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 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